+184.5%
RTX vs RGTI
+59.7%
+124.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.0% |
| 7D | -3.1% | +5.5% | -8.6% | -3.2% |
| 30D | -10.6% | -11.9% | +1.3% | -10.4% |
| 3M | +11.6% | -27.4% | +39.0% | +12.0% |
| 6M | -4.5% | -7.1% | +2.5% | -4.8% |
| YTD | +9.6% | -28.6% | +38.2% | +9.6% |
| 1Y | +30.8% | +4.4% | +26.5% | +29.6% |
| 3Y | +152.8% | +698.5% | -545.7% | +136.5% |
| 5Y | +167.1% | +64.2% | +102.9% | +173.1% |
| All | +184.5% | +59.7% | +124.8% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling