+9.8%
RTX vs FIX
+3.4%
+6.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.7% | -1.6% |
| 7D | -5.1% | -17.5% | +12.3% | -3.9% |
| 30D | +5.1% | -41.6% | +46.7% | +8.6% |
| 3M | -14.8% | -40.6% | +25.8% | -12.3% |
| 6M | +8.0% | -49.4% | +57.4% | +12.2% |
| YTD | +4.5% | +9.2% | -4.7% | -5.5% |
| 1Y | +9.8% | +6.5% | +3.4% | -0.8% |
| All | +9.8% | +3.4% | +6.5% | -0.8% |
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