+8,543.2%
RTX vs IT
+6,259.0%
+2,284.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -3.2% | -18.8% | +15.6% | +0.6% |
| 30D | +5.6% | -0.1% | +5.6% | +5.2% |
| 3M | -11.7% | +2.9% | -14.6% | -13.0% |
| 6M | +12.3% | +20.4% | -8.1% | +5.8% |
| YTD | +8.2% | -24.3% | +32.5% | +10.3% |
| 1Y | +12.6% | -17.2% | +29.7% | +12.6% |
| 3Y | +152.8% | -52.4% | +205.2% | +177.3% |
| 5Y | +140.2% | -43.7% | +183.9% | +150.3% |
| 10Y | +273.8% | +90.3% | +183.5% | +201.1% |
| All | +8,543.2% | +6,259.0% | +2,284.2% | +3,439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling