+160.4%
RTX vs S
-51.5%
+212.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.2% |
| 7D | +3.4% | +4.1% | -0.7% | +3.2% |
| 30D | +8.4% | -7.2% | +15.5% | +8.6% |
| 3M | -10.7% | 0.0% | -10.6% | -10.9% |
| 6M | +11.7% | +41.6% | -29.9% | +9.7% |
| YTD | +9.3% | +48.6% | -39.3% | +6.9% |
| 1Y | +13.3% | +30.0% | -16.8% | +11.4% |
| 3Y | +156.1% | +42.2% | +114.0% | +148.1% |
| 5Y | +148.5% | -70.8% | +219.3% | +142.3% |
| All | +160.4% | -51.5% | +212.0% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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