-3.1%
RTX vs FLR
+13.6%
-16.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.6% |
| 7D | -5.2% | +5.4% | -10.6% | -5.4% |
| 30D | -9.4% | +11.4% | -20.8% | -10.0% |
| 3M | +12.3% | +11.4% | +0.9% | +11.1% |
| 6M | -3.1% | +16.6% | -19.8% | -5.5% |
| All | -3.1% | +13.6% | -16.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 6mo: compounded portfolio wealth divided by compounded FLR 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…
6mo analysis · Full analysis span regression · 6 months rolling