+267.0%
RTX vs FIX
+3,608.1%
-3,341.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.7% | -2.6% |
| 7D | -5.1% | -17.5% | +12.3% | -1.1% |
| 30D | +5.1% | -41.6% | +46.7% | +18.7% |
| 3M | -14.8% | -40.6% | +25.8% | -4.8% |
| 6M | +8.0% | -49.4% | +57.4% | +24.0% |
| YTD | +4.5% | +9.2% | -4.7% | -4.6% |
| 1Y | +9.8% | +6.5% | +3.4% | +0.5% |
| 3Y | +144.2% | +448.7% | -304.5% | +17.1% |
| 5Y | +131.4% | +948.7% | -817.3% | -18.2% |
| All | +267.0% | +3,608.1% | -3,341.1% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling