+11.3%
RTX vs S
+38.4%
-27.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.0% | -4.5% | +3.7% |
| 7D | -3.2% | +1.6% | -4.7% | -3.2% |
| 30D | +5.6% | -10.5% | +16.0% | +5.4% |
| 3M | -11.7% | +9.9% | -21.6% | -11.3% |
| 6M | +12.3% | +41.8% | -29.5% | +13.8% |
| YTD | +8.2% | +56.8% | -48.6% | +10.5% |
| All | +11.3% | +38.4% | -27.1% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling