+169.3%
RTX vs P
+276.6%
-107.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | -5.2% | +6.5% | -11.7% | -5.6% |
| 30D | -9.4% | +18.8% | -28.2% | -10.6% |
| 3M | +12.3% | +26.7% | -14.5% | +10.0% |
| 6M | -3.1% | +62.2% | -65.3% | -7.4% |
| YTD | +10.7% | +48.5% | -37.8% | +6.2% |
| 1Y | +28.4% | +26.4% | +2.0% | +23.9% |
| 3Y | +147.1% | +159.4% | -12.3% | +112.9% |
| All | +169.3% | +276.6% | -107.3% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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