+267.0%
RTX vs RF
+279.4%
-12.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | +5.1% | +6.0% | -0.9% | +2.6% |
| 3M | -14.8% | -8.9% | -5.9% | -11.5% |
| 6M | +8.0% | +2.3% | +5.7% | +6.6% |
| YTD | +4.5% | +7.6% | -3.1% | +0.3% |
| 1Y | +9.8% | +21.2% | -11.3% | 0.0% |
| 3Y | +144.2% | +108.5% | +35.7% | +66.9% |
| 5Y | +131.4% | +43.2% | +88.2% | +80.0% |
| All | +267.0% | +279.4% | -12.4% | +80.0% |
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