+269.0%
RTX vs RF
+241.0%
+28.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | -1.3% | +2.8% | +2.1% |
| 30D | +7.8% | +4.6% | +3.2% | +5.8% |
| 3M | -9.8% | -8.4% | -1.3% | -6.4% |
| 6M | +13.5% | +8.9% | +4.7% | +9.2% |
| YTD | +10.9% | +8.8% | +2.1% | +6.0% |
| 1Y | +14.0% | +18.9% | -4.9% | +4.7% |
| 3Y | +159.9% | +116.0% | +43.9% | +74.8% |
| 5Y | +151.7% | +46.0% | +105.6% | +94.0% |
| 10Y | +269.0% | +231.7% | +37.3% | +88.5% |
| All | +269.0% | +241.0% | +28.0% | +88.5% |
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