+121.9%
RTX vs NXT
+178.8%
-56.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -5.2% | -1.1% | -4.1% | -5.1% |
| 30D | -9.4% | -15.3% | +6.0% | -9.1% |
| 3M | +12.3% | -43.8% | +56.1% | +13.7% |
| 6M | -3.1% | -18.7% | +15.5% | -3.0% |
| YTD | +10.7% | -3.0% | +13.7% | +10.1% |
| 1Y | +28.4% | +22.7% | +5.7% | +26.8% |
| 3Y | +147.1% | +95.9% | +51.1% | +138.3% |
| All | +121.9% | +178.8% | -56.9% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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