+148.5%
RTX vs INDA
+9.0%
+139.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.4% | +3.1% | +0.3% | +2.3% |
| 30D | +8.4% | +9.1% | -0.7% | +5.1% |
| 3M | -10.7% | +3.2% | -13.9% | -11.7% |
| 6M | +11.7% | +8.5% | +3.2% | +8.3% |
| YTD | +9.3% | -4.6% | +14.0% | +10.9% |
| 1Y | +13.3% | -5.5% | +18.8% | +15.3% |
| 3Y | +156.1% | +16.7% | +139.4% | +132.7% |
| 5Y | +148.5% | +9.0% | +139.6% | +131.3% |
| All | +148.5% | +9.0% | +139.5% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling