+169.3%
RTX vs FIX
+2,061.9%
-1,892.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -5.2% | +6.0% | -11.2% | -5.9% |
| 30D | -9.4% | -7.2% | -2.1% | -8.6% |
| 3M | +12.3% | -15.9% | +28.1% | +13.9% |
| 6M | -3.1% | +12.7% | -15.9% | -6.4% |
| YTD | +10.7% | +72.8% | -62.1% | 0.0% |
| 1Y | +28.4% | +122.9% | -94.5% | +10.7% |
| 3Y | +147.1% | +774.3% | -627.3% | +54.7% |
| All | +169.3% | +2,061.9% | -1,892.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling