+1,465.8%
RTX vs FLR
+534.4%
+931.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +1.4% | +6.3% | -4.9% | -0.1% |
| 30D | +7.8% | +1.8% | +6.0% | +7.0% |
| 3M | -9.8% | -4.4% | -5.4% | -9.3% |
| 6M | +13.5% | +15.9% | -2.3% | +7.4% |
| YTD | +10.9% | +27.7% | -16.8% | +1.1% |
| 1Y | +14.0% | +11.6% | +2.4% | +7.3% |
| 3Y | +159.9% | +39.9% | +120.0% | +117.0% |
| 5Y | +151.7% | +127.5% | +24.2% | +76.9% |
| 10Y | +269.0% | +11.6% | +257.4% | +156.2% |
| All | +1,465.8% | +534.4% | +931.4% | +483.8% |
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