+157.7%
RTX vs S
-48.9%
+206.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.0% | -4.5% | +3.3% |
| 7D | -3.2% | +1.6% | -4.7% | -3.3% |
| 30D | +5.6% | -10.5% | +16.0% | +5.9% |
| 3M | -11.7% | +9.9% | -21.6% | -12.2% |
| 6M | +12.3% | +41.8% | -29.5% | +10.3% |
| YTD | +8.2% | +56.8% | -48.6% | +5.6% |
| 1Y | +12.6% | +39.0% | -26.4% | +10.4% |
| 3Y | +152.8% | +53.8% | +99.0% | +144.1% |
| 5Y | +140.2% | -68.6% | +208.8% | +133.9% |
| All | +157.7% | -48.9% | +206.6% | +160.2% |
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