+2,323.6%
RTX vs RSG
+2,015.2%
+308.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -5.2% | +0.3% | -5.4% | -5.2% |
| 30D | -9.4% | +7.6% | -17.0% | -11.7% |
| 3M | +12.3% | +7.4% | +4.9% | +9.3% |
| 6M | -3.1% | -3.3% | +0.1% | -2.4% |
| YTD | +10.7% | +6.0% | +4.7% | +7.8% |
| 1Y | +28.4% | -3.7% | +32.1% | +29.1% |
| 3Y | +147.1% | +59.1% | +88.0% | +106.8% |
| 5Y | +167.2% | +89.0% | +78.2% | +109.4% |
| 10Y | +274.7% | +412.5% | -137.8% | +116.5% |
| All | +2,323.6% | +2,015.2% | +308.3% | +818.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling