+150.6%
RTX vs IR
+9.5%
+141.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -5.2% | -2.8% | -2.3% | -4.6% |
| 30D | -9.4% | -15.1% | +5.8% | -6.4% |
| 3M | +12.3% | +6.1% | +6.2% | +10.6% |
| 6M | -3.1% | -16.8% | +13.7% | -0.3% |
| YTD | +10.7% | -3.5% | +14.2% | +10.4% |
| 1Y | +28.4% | -3.5% | +31.9% | +28.1% |
| All | +150.6% | +9.5% | +141.2% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling