+165.8%
RTX vs RGTI
+56.1%
+109.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -11.2% | -16.2% | +5.0% | -11.0% |
| 3M | +12.0% | -22.0% | +34.1% | +12.3% |
| 6M | -3.6% | -10.8% | +7.2% | -3.8% |
| YTD | +9.2% | -31.6% | +40.8% | +9.3% |
| 1Y | +29.7% | -6.4% | +36.1% | +28.7% |
| 3Y | +152.0% | +665.7% | -513.7% | +135.9% |
| 5Y | +165.8% | +55.6% | +110.1% | +181.1% |
| All | +165.8% | +56.1% | +109.6% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling