+162.9%
RTX vs NI
+95.2%
+67.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | -11.6% | -0.3% | -11.3% | -11.5% |
| 3M | +9.2% | -9.5% | +18.6% | +13.0% |
| 6M | -4.4% | -10.2% | +5.8% | -0.8% |
| YTD | +8.9% | +1.8% | +7.1% | +7.4% |
| 1Y | +32.1% | +5.7% | +26.4% | +28.3% |
| 3Y | +151.2% | +69.6% | +81.6% | +101.0% |
| 5Y | +162.9% | +95.8% | +67.1% | +94.5% |
| All | +162.9% | +95.2% | +67.8% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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