+162.9%
RTX vs FOXA
+87.1%
+75.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -1.6% | -5.4% | +3.8% | -0.6% |
| 30D | -11.6% | +1.1% | -12.7% | -11.8% |
| 3M | +9.2% | -6.1% | +15.3% | +10.0% |
| 6M | -4.4% | +8.2% | -12.7% | -6.9% |
| YTD | +8.9% | -11.8% | +20.7% | +11.0% |
| 1Y | +32.1% | +9.9% | +22.2% | +27.5% |
| 3Y | +151.2% | +110.7% | +40.5% | +101.4% |
| 5Y | +162.9% | +86.9% | +76.0% | +106.8% |
| All | +162.9% | +87.1% | +75.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling