+2,611.1%
RTX vs RL
+1,573.0%
+1,038.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -1.7% | +1.3% | -3.1% | -2.2% |
| 30D | +7.7% | +7.6% | +0.1% | +5.4% |
| 3M | -10.3% | -1.5% | -8.8% | -10.2% |
| 6M | +14.6% | +12.1% | +2.5% | +9.9% |
| YTD | +10.4% | +13.9% | -3.5% | +4.8% |
| 1Y | +13.5% | +20.7% | -7.1% | +5.8% |
| 3Y | +158.6% | +260.6% | -102.0% | +69.8% |
| 5Y | +147.3% | +248.9% | -101.6% | +58.6% |
| 10Y | +268.6% | +355.9% | -87.3% | +106.4% |
| All | +2,611.1% | +1,573.0% | +1,038.1% | +832.8% |
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