+10,099.4%
RTX vs NYT
+754.7%
+9,344.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | -11.6% | +2.8% | -14.3% | -12.2% |
| 3M | +9.2% | -9.2% | +18.4% | +11.1% |
| 6M | -4.4% | -17.1% | +12.7% | -0.8% |
| YTD | +8.9% | -3.2% | +12.1% | +8.6% |
| 1Y | +32.1% | +15.7% | +16.4% | +25.9% |
| 3Y | +151.2% | +55.7% | +95.5% | +118.4% |
| 5Y | +162.9% | +39.4% | +123.5% | +128.6% |
| 10Y | +283.9% | +485.6% | -201.6% | +123.3% |
| All | +10,099.4% | +754.7% | +9,344.7% | +4,436.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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