+182.9%
RTX vs RGTI
+54.2%
+128.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -11.0% | -17.1% | +6.1% | -10.7% |
| 3M | +7.7% | -26.0% | +33.7% | +8.0% |
| 6M | -3.9% | -9.9% | +6.0% | -4.1% |
| YTD | +9.0% | -31.1% | +40.0% | +9.0% |
| 1Y | +27.3% | -8.5% | +35.8% | +26.3% |
| 3Y | +172.9% | +652.2% | -479.3% | +155.6% |
| 5Y | +165.2% | +56.8% | +108.4% | +171.8% |
| All | +182.9% | +54.2% | +128.6% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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