+209.3%
RTX vs IR
+322.3%
-113.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -5.1% | +3.7% | -8.8% | -6.5% |
| 30D | +5.1% | +7.4% | -2.3% | +2.0% |
| 3M | -14.8% | -5.9% | -8.9% | -13.1% |
| 6M | +8.0% | +5.6% | +2.5% | +4.7% |
| YTD | +4.5% | +4.8% | -0.4% | +0.4% |
| 1Y | +9.8% | +6.9% | +2.9% | +4.5% |
| 3Y | +144.2% | +27.6% | +116.6% | +105.4% |
| 5Y | +131.4% | +45.8% | +85.6% | +77.4% |
| All | +209.3% | +322.3% | -113.0% | +56.8% |
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