+157.0%
RTX vs RRC
+60.0%
+97.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +4.8% | +6.4% | -1.6% | +4.2% |
| 30D | +6.5% | +23.9% | -17.4% | +4.4% |
| 3M | -9.6% | +30.2% | -39.8% | -11.8% |
| 6M | +12.3% | +26.3% | -13.9% | +9.8% |
| YTD | +9.5% | +48.1% | -38.6% | +4.5% |
| 1Y | +15.8% | +37.7% | -21.8% | +11.6% |
| 3Y | +157.0% | +60.3% | +96.7% | +141.5% |
| All | +157.0% | +60.0% | +97.0% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling