+280.0%
RTX vs INDA
+83.0%
+197.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.9% |
| 7D | -2.0% | -3.6% | +1.6% | 0.0% |
| 30D | -11.2% | -4.0% | -7.3% | -9.2% |
| 3M | +12.0% | +1.7% | +10.3% | +10.7% |
| 6M | -3.6% | -3.6% | +0.1% | -1.9% |
| YTD | +9.2% | -11.0% | +20.2% | +15.9% |
| 1Y | +29.7% | -9.5% | +39.2% | +36.2% |
| 3Y | +152.0% | +7.6% | +144.3% | +134.7% |
| 5Y | +165.8% | +4.8% | +161.0% | +149.3% |
| All | +280.0% | +83.0% | +197.1% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling