+2,465.8%
RTX vs RL
+1,476.5%
+989.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | -5.1% | -4.2% | -1.0% | -4.1% |
| 30D | +5.1% | +4.3% | +0.9% | +3.8% |
| 3M | -14.8% | -4.6% | -10.2% | -14.0% |
| 6M | +8.0% | +1.7% | +6.3% | +6.4% |
| YTD | +4.5% | +7.3% | -2.9% | +0.8% |
| 1Y | +9.8% | +20.8% | -10.9% | +2.3% |
| 3Y | +144.2% | +247.0% | -102.8% | +61.9% |
| 5Y | +131.4% | +225.5% | -94.0% | +51.3% |
| 10Y | +273.3% | +363.0% | -89.8% | +108.3% |
| All | +2,465.8% | +1,476.5% | +989.2% | +797.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling