+163.6%
RTX vs S
-56.8%
+220.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -5.2% | -7.7% | +2.5% | -4.9% |
| 30D | -9.4% | -5.3% | -4.0% | -9.2% |
| 3M | +12.3% | +20.3% | -8.0% | +11.3% |
| 6M | -3.1% | +47.4% | -50.5% | -5.0% |
| YTD | +10.7% | +32.5% | -21.9% | +8.9% |
| 1Y | +28.4% | +9.5% | +18.9% | +27.4% |
| 3Y | +147.1% | +15.5% | +131.5% | +141.6% |
| 5Y | +167.2% | -71.2% | +238.5% | +162.3% |
| All | +163.6% | -56.8% | +220.4% | +168.3% |
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