+134.3%
RTX vs PL
+11.6%
+122.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.1% | +6.8% | -2.8% |
| 7D | -3.8% | -20.5% | +16.8% | -2.7% |
| 30D | +4.7% | -38.8% | +43.5% | +7.2% |
| 3M | -13.4% | -49.1% | +35.7% | -10.6% |
| 6M | +11.8% | -69.4% | +81.2% | +17.9% |
| YTD | +5.8% | -42.3% | +48.1% | +6.7% |
| 1Y | +11.9% | -14.2% | +26.1% | +10.1% |
| 3Y | +146.3% | +398.7% | -252.4% | +107.4% |
| 5Y | +134.3% | +11.1% | +123.2% | +110.6% |
| All | +134.3% | +11.6% | +122.7% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling