+2,618.2%
RTX vs RL
+1,366.2%
+1,252.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | -5.2% | -0.8% | -4.4% | -5.0% |
| 30D | -9.4% | -7.8% | -1.6% | -7.4% |
| 3M | +12.3% | -4.0% | +16.3% | +13.1% |
| 6M | -3.1% | -1.9% | -1.2% | -3.7% |
| YTD | +10.7% | -0.2% | +10.8% | +9.2% |
| 1Y | +28.4% | +10.7% | +17.7% | +22.8% |
| 3Y | +147.1% | +210.8% | -63.7% | +69.2% |
| 5Y | +167.2% | +238.2% | -71.0% | +72.2% |
| 10Y | +274.7% | +313.4% | -38.7% | +116.0% |
| All | +2,618.2% | +1,366.2% | +1,252.0% | +872.1% |
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