+1,444.7%
RTX vs FLR
+513.8%
+930.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +4.8% | +5.4% | -0.6% | +3.4% |
| 30D | +6.5% | +2.8% | +3.7% | +5.5% |
| 3M | -9.6% | -6.4% | -3.2% | -8.7% |
| 6M | +12.3% | +8.8% | +3.6% | +7.9% |
| YTD | +9.5% | +23.6% | -14.1% | +0.5% |
| 1Y | +15.8% | +13.8% | +2.0% | +8.5% |
| 3Y | +157.0% | +36.5% | +120.5% | +115.9% |
| 5Y | +148.8% | +119.3% | +29.5% | +76.5% |
| 10Y | +264.0% | +8.0% | +256.1% | +154.8% |
| All | +1,444.7% | +513.8% | +930.9% | +480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling