+267.0%
RTX vs RL
+342.1%
-75.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.2% |
| 7D | +3.4% | +2.4% | +1.0% | +2.7% |
| 30D | +8.4% | +4.6% | +3.8% | +6.8% |
| 3M | -10.7% | -1.1% | -9.5% | -10.6% |
| 6M | +11.7% | +16.5% | -4.8% | +5.5% |
| YTD | +9.3% | +11.4% | -2.1% | +3.8% |
| 1Y | +13.3% | +16.1% | -2.8% | +6.0% |
| 3Y | +156.1% | +252.6% | -96.5% | +55.7% |
| 5Y | +148.5% | +244.9% | -96.3% | +45.6% |
| All | +267.0% | +342.1% | -75.2% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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