+134.3%
RTX vs FIX
+929.6%
-795.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.6% | +8.3% | -1.9% |
| 7D | -3.8% | -27.2% | +23.5% | -0.2% |
| 30D | +4.7% | -46.9% | +51.6% | +12.7% |
| 3M | -13.4% | -44.4% | +31.0% | -7.6% |
| 6M | +11.8% | -50.9% | +62.7% | +20.4% |
| YTD | +5.8% | +3.5% | +2.2% | +1.2% |
| 1Y | +11.9% | -2.1% | +14.0% | +7.8% |
| 3Y | +146.3% | +418.7% | -272.5% | +64.3% |
| 5Y | +134.3% | +894.6% | -760.3% | +25.1% |
| All | +134.3% | +929.6% | -795.3% | +25.1% |
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