+179.3%
RTX vs PL
+84.9%
+94.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -5.2% | -9.3% | +4.2% | -4.7% |
| 30D | -9.4% | -18.9% | +9.5% | -8.4% |
| 3M | +12.3% | -58.4% | +70.7% | +17.0% |
| 6M | -3.1% | -30.3% | +27.2% | -2.6% |
| YTD | +10.7% | -8.1% | +18.8% | +9.2% |
| 1Y | +28.4% | +180.5% | -152.1% | +17.8% |
| 3Y | +147.1% | +444.1% | -297.1% | +108.6% |
| 5Y | +167.2% | +83.0% | +84.2% | +138.4% |
| All | +179.3% | +84.9% | +94.4% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling