+13.3%
RTX vs IR
+10.1%
+3.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | +3.4% | +4.2% | -0.9% | +2.4% |
| 30D | +8.4% | +8.1% | +0.3% | +6.5% |
| 3M | -10.7% | +0.7% | -11.3% | -10.9% |
| 6M | +11.7% | +16.6% | -4.9% | +7.1% |
| YTD | +9.3% | +7.8% | +1.6% | +4.8% |
| 1Y | +13.3% | +9.9% | +3.4% | +8.3% |
| All | +13.3% | +10.1% | +3.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling