+10,266.7%
RTX vs RF
+1,537.4%
+8,729.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.2% | +1.3% | -6.5% | -5.5% |
| 30D | -9.4% | -3.6% | -5.8% | -8.6% |
| 3M | +12.3% | +8.1% | +4.2% | +10.0% |
| 6M | -3.1% | +11.5% | -14.6% | -5.9% |
| YTD | +10.7% | +15.6% | -4.9% | +6.3% |
| 1Y | +28.4% | +15.7% | +12.7% | +23.1% |
| 3Y | +147.1% | +86.9% | +60.2% | +105.7% |
| 5Y | +167.2% | +89.8% | +77.4% | +117.7% |
| 10Y | +274.7% | +344.7% | -70.0% | +145.5% |
| All | +10,266.7% | +1,537.4% | +8,729.3% | +3,559.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling