+227.6%
RTX vs IR
+288.5%
-60.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.2% |
| 7D | -5.2% | -2.8% | -2.3% | -4.1% |
| 30D | -9.4% | -15.1% | +5.8% | -3.4% |
| 3M | +12.3% | +6.1% | +6.2% | +9.0% |
| 6M | -3.1% | -16.8% | +13.7% | +3.1% |
| YTD | +10.7% | -3.5% | +14.2% | +10.3% |
| 1Y | +28.4% | -3.5% | +31.9% | +27.5% |
| 3Y | +147.1% | +9.5% | +137.6% | +121.7% |
| 5Y | +167.2% | +45.1% | +122.2% | +103.9% |
| All | +227.6% | +288.5% | -60.9% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling