+156.7%
RTX vs INDA
+17.0%
+139.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.4% | +3.1% | +0.3% | +2.7% |
| 30D | +8.4% | +9.1% | -0.7% | +6.4% |
| 3M | -10.7% | +3.2% | -13.9% | -11.2% |
| 6M | +11.7% | +8.5% | +3.2% | +9.6% |
| YTD | +9.3% | -4.6% | +14.0% | +9.8% |
| 1Y | +13.3% | -5.5% | +18.8% | +14.0% |
| All | +156.7% | +17.0% | +139.7% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling