+10,266.7%
RTX vs SPGI
+14,090.3%
-3,823.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -9.4% | +8.4% | -17.8% | -12.4% |
| 3M | +12.3% | +11.8% | +0.5% | +6.7% |
| 6M | -3.1% | +5.7% | -8.8% | -6.2% |
| YTD | +10.7% | -9.7% | +20.3% | +13.1% |
| 1Y | +28.4% | -12.5% | +40.9% | +32.3% |
| 3Y | +147.1% | +21.8% | +125.2% | +119.7% |
| 5Y | +167.2% | +8.2% | +159.1% | +143.7% |
| 10Y | +274.7% | +309.5% | -34.8% | +98.9% |
| All | +10,266.7% | +14,090.3% | -3,823.6% | +1,285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling