+11.3%
RTX vs SPGI
+1.8%
+9.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | +5.6% | +15.5% | -10.0% | +4.2% |
| 3M | -11.7% | +15.7% | -27.4% | -12.8% |
| 6M | +12.3% | +19.1% | -6.7% | +10.5% |
| YTD | +8.2% | -4.1% | +12.3% | +7.2% |
| All | +11.3% | +1.8% | +9.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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