+319.7%
RTX vs P
+469.1%
-149.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.7% |
| 7D | -5.1% | -23.8% | +18.7% | -1.8% |
| 30D | +5.1% | -36.6% | +41.8% | +11.2% |
| 3M | -14.8% | +10.9% | -25.7% | -17.5% |
| 6M | +8.0% | +30.0% | -21.9% | +0.9% |
| YTD | +4.5% | +44.4% | -39.9% | -4.9% |
| 1Y | +9.8% | +3.9% | +5.9% | +4.2% |
| 3Y | +144.2% | +176.6% | -32.4% | +82.4% |
| 5Y | +131.4% | +249.3% | -117.8% | +58.8% |
| 10Y | +273.3% | +726.9% | -453.7% | +107.4% |
| All | +319.7% | +469.1% | -149.5% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling