+9,685.3%
RTX vs SPGI
+14,867.5%
-5,182.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -5.1% | +0.3% | -5.4% | -5.3% |
| 30D | +5.1% | +18.4% | -13.2% | -1.8% |
| 3M | -14.8% | +15.7% | -30.5% | -19.9% |
| 6M | +8.0% | +17.3% | -9.2% | +0.4% |
| YTD | +4.5% | -4.7% | +9.2% | +4.3% |
| 1Y | +9.8% | +1.8% | +8.0% | +6.6% |
| 3Y | +144.2% | +31.7% | +112.5% | +110.5% |
| 5Y | +131.4% | +12.1% | +119.4% | +108.4% |
| 10Y | +273.3% | +341.9% | -68.7% | +92.0% |
| All | +9,685.3% | +14,867.5% | -5,182.1% | +1,178.2% |
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