+148.8%
RTX vs S
-52.7%
+201.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.3% |
| 7D | -5.1% | -13.4% | +8.3% | -4.6% |
| 30D | +5.1% | -14.0% | +19.1% | +5.7% |
| 3M | -14.8% | +4.9% | -19.7% | -15.2% |
| 6M | +8.0% | +42.0% | -34.0% | +6.1% |
| YTD | +4.5% | +45.1% | -40.7% | +2.3% |
| 1Y | +9.8% | +33.1% | -23.2% | +7.9% |
| 3Y | +144.2% | +40.6% | +103.6% | +136.6% |
| 5Y | +131.4% | -67.5% | +198.9% | +126.9% |
| All | +148.8% | -52.7% | +201.5% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling