+220.3%
RTX vs IR
+342.0%
-121.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +1.7% |
| 7D | -3.2% | +5.0% | -8.2% | -5.0% |
| 30D | +5.6% | +10.3% | -4.8% | +1.4% |
| 3M | -11.7% | -0.1% | -11.6% | -12.0% |
| 6M | +12.3% | +14.8% | -2.4% | +5.4% |
| YTD | +8.2% | +9.7% | -1.5% | +2.2% |
| 1Y | +12.6% | +12.2% | +0.4% | +5.1% |
| 3Y | +152.8% | +30.0% | +122.8% | +111.5% |
| 5Y | +140.2% | +46.8% | +93.4% | +84.3% |
| All | +220.3% | +342.0% | -121.7% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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