+203.4%
RTX vs FOXA
+90.8%
+112.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.6% |
| 7D | -5.2% | -4.0% | -1.2% | -3.8% |
| 30D | -9.4% | +12.0% | -21.4% | -13.4% |
| 3M | +12.3% | +0.3% | +12.0% | +10.6% |
| 6M | -3.1% | +12.5% | -15.6% | -9.3% |
| YTD | +10.7% | -9.6% | +20.3% | +12.8% |
| 1Y | +28.4% | +8.6% | +19.8% | +20.6% |
| 3Y | +147.1% | +118.5% | +28.5% | +64.9% |
| 5Y | +167.2% | +88.8% | +78.5% | +84.7% |
| All | +203.4% | +90.8% | +112.5% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling