+2,638.3%
RTX vs FIX
+12,471.5%
-9,833.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | -5.2% | +6.0% | -11.2% | -6.2% |
| 30D | -9.4% | -7.2% | -2.1% | -8.3% |
| 3M | +12.3% | -15.9% | +28.1% | +14.7% |
| 6M | -3.1% | +12.7% | -15.9% | -7.2% |
| YTD | +10.7% | +72.8% | -62.1% | -3.0% |
| 1Y | +28.4% | +122.9% | -94.5% | +6.0% |
| 3Y | +147.1% | +774.3% | -627.3% | +46.7% |
| 5Y | +167.2% | +2,049.5% | -1,882.2% | +29.8% |
| 10Y | +274.7% | +5,821.5% | -5,546.7% | +46.3% |
| All | +2,638.3% | +12,471.5% | -9,833.2% | +657.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling