+280.0%
RTX vs RSG
+425.0%
-144.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | -2.0% | -1.8% | -0.2% | -0.9% |
| 30D | -11.2% | +2.8% | -14.0% | -12.8% |
| 3M | +12.0% | +4.3% | +7.7% | +8.6% |
| 6M | -3.6% | -0.5% | -3.0% | -4.1% |
| YTD | +9.2% | +5.2% | +4.0% | +4.2% |
| 1Y | +29.7% | -2.1% | +31.9% | +29.6% |
| 3Y | +152.0% | +56.5% | +95.4% | +74.6% |
| 5Y | +165.8% | +89.5% | +76.3% | +53.8% |
| All | +280.0% | +425.0% | -144.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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