+10,164.5%
RTX vs ITW
+9,539.7%
+624.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -10.6% | -9.4% | -1.1% | -5.6% |
| 3M | +11.6% | +7.1% | +4.5% | +7.2% |
| 6M | -4.5% | -1.9% | -2.7% | -4.0% |
| YTD | +9.6% | +10.4% | -0.9% | +2.9% |
| 1Y | +30.8% | +3.3% | +27.5% | +27.2% |
| 3Y | +152.8% | +21.0% | +131.8% | +121.1% |
| 5Y | +167.1% | +36.3% | +130.8% | +114.2% |
| 10Y | +275.2% | +185.8% | +89.4% | +101.9% |
| All | +10,164.5% | +9,539.7% | +624.8% | +1,253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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