+2,516.8%
RTX vs FIX
+7,433.0%
-4,916.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.6% | +8.3% | -1.1% |
| 7D | -3.8% | -27.2% | +23.5% | +1.8% |
| 30D | +4.7% | -46.9% | +51.6% | +17.1% |
| 3M | -13.4% | -44.4% | +31.0% | -4.4% |
| 6M | +11.8% | -50.9% | +62.7% | +25.1% |
| YTD | +5.8% | +3.5% | +2.2% | +1.2% |
| 1Y | +11.9% | -2.1% | +14.0% | +7.9% |
| 3Y | +146.3% | +418.7% | -272.5% | +60.3% |
| 5Y | +134.3% | +894.6% | -760.3% | +31.1% |
| 10Y | +277.9% | +3,465.5% | -3,187.6% | +61.3% |
| All | +2,516.8% | +7,433.0% | -4,916.2% | +689.5% |
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 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