+12.6%
RTX vs Q
+75.3%
-62.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.1% |
| 7D | -3.1% | +6.7% | -9.8% | -3.3% |
| 30D | -10.6% | -10.6% | 0.0% | -10.2% |
| 3M | +11.6% | -14.6% | +26.2% | +11.2% |
| 6M | -4.5% | +12.1% | -16.6% | -8.0% |
| YTD | +9.6% | +51.3% | -41.7% | +1.8% |
| All | +12.6% | +75.3% | -62.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling