+28.4%
RTX vs PL
+176.6%
-148.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -5.2% | -9.3% | +4.2% | -4.9% |
| 30D | -9.4% | -18.9% | +9.5% | -8.9% |
| 3M | +12.3% | -58.4% | +70.7% | +14.9% |
| 6M | -3.1% | -30.3% | +27.2% | -2.6% |
| YTD | +10.7% | -8.1% | +18.8% | +10.8% |
| 1Y | +28.4% | +180.5% | -152.1% | +33.4% |
| All | +28.4% | +176.6% | -148.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling