+169.3%
RTX vs IR
+45.6%
+123.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.0% |
| 7D | -5.2% | -2.8% | -2.3% | -4.4% |
| 30D | -9.4% | -15.1% | +5.8% | -5.4% |
| 3M | +12.3% | +6.1% | +6.2% | +10.1% |
| 6M | -3.1% | -16.8% | +13.7% | +1.0% |
| YTD | +10.7% | -3.5% | +14.2% | +10.4% |
| 1Y | +28.4% | -3.5% | +31.9% | +27.9% |
| 3Y | +147.1% | +9.5% | +137.6% | +128.1% |
| All | +169.3% | +45.6% | +123.7% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling