+275.2%
RTX vs RL
+304.3%
-29.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -3.1% | +1.9% | -5.0% | -3.6% |
| 30D | -10.6% | -12.2% | +1.6% | -7.0% |
| 3M | +11.6% | -6.6% | +18.3% | +13.4% |
| 6M | -4.5% | +3.2% | -7.7% | -6.6% |
| YTD | +9.6% | -1.3% | +10.9% | +8.2% |
| 1Y | +30.8% | +13.6% | +17.2% | +23.2% |
| 3Y | +152.8% | +210.9% | -58.0% | +60.1% |
| 5Y | +167.1% | +246.9% | -79.8% | +53.5% |
| 10Y | +275.2% | +310.1% | -34.9% | +90.6% |
| All | +275.2% | +304.3% | -29.1% | +90.6% |
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