+8,717.5%
RTX vs IT
+6,189.1%
+2,528.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | -1.7% | -7.5% | +5.8% | -0.3% |
| 30D | +7.7% | -1.2% | +8.9% | +7.5% |
| 3M | -10.3% | -2.2% | -8.1% | -10.8% |
| 6M | +14.6% | +19.1% | -4.5% | +8.2% |
| YTD | +10.4% | -25.1% | +35.5% | +12.8% |
| 1Y | +13.5% | -17.4% | +30.9% | +13.6% |
| 3Y | +158.6% | -54.1% | +212.7% | +185.7% |
| 5Y | +147.3% | -42.7% | +189.9% | +156.6% |
| 10Y | +268.6% | +88.1% | +180.5% | +197.6% |
| All | +8,717.5% | +6,189.1% | +2,528.4% | +3,518.9% |
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