+140.2%
RTX vs IT
-42.9%
+183.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -3.2% | -18.8% | +15.6% | -1.1% |
| 30D | +5.6% | -0.1% | +5.6% | +5.3% |
| 3M | -11.7% | +2.9% | -14.6% | -12.4% |
| 6M | +12.3% | +20.4% | -8.1% | +8.5% |
| YTD | +8.2% | -24.3% | +32.5% | +11.7% |
| 1Y | +12.6% | -17.2% | +29.7% | +14.1% |
| 3Y | +152.8% | -52.4% | +205.2% | +181.9% |
| 5Y | +140.2% | -43.7% | +183.9% | +151.5% |
| All | +140.2% | -42.9% | +183.1% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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