+28.4%
RTX vs FIX
+128.3%
-99.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -5.2% | +6.0% | -11.2% | -5.5% |
| 30D | -9.4% | -7.2% | -2.1% | -9.0% |
| 3M | +12.3% | -15.9% | +28.1% | +12.9% |
| 6M | -3.1% | +12.7% | -15.9% | -5.9% |
| YTD | +10.7% | +72.8% | -62.1% | +3.1% |
| 1Y | +28.4% | +122.9% | -94.5% | +14.7% |
| All | +28.4% | +128.3% | -99.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling