+278.0%
RTX vs RF
+343.3%
-65.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.2% | +1.3% | -6.5% | -5.7% |
| 30D | -9.4% | -3.6% | -5.8% | -8.0% |
| 3M | +12.3% | +8.1% | +4.2% | +8.4% |
| 6M | -3.1% | +11.5% | -14.6% | -7.8% |
| YTD | +10.7% | +15.6% | -4.9% | +3.2% |
| 1Y | +28.4% | +15.7% | +12.7% | +19.3% |
| 3Y | +147.1% | +86.9% | +60.2% | +77.6% |
| 5Y | +167.2% | +89.8% | +77.4% | +80.4% |
| All | +278.0% | +343.3% | -65.4% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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