+162.9%
RTX vs SPXU
-85.9%
+248.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.4% |
| 30D | -11.6% | +5.1% | -16.7% | -10.7% |
| 3M | +9.2% | -9.1% | +18.3% | +7.5% |
| 6M | -4.4% | -29.6% | +25.2% | -10.0% |
| YTD | +8.9% | -27.7% | +36.6% | +3.3% |
| 1Y | +32.1% | -37.0% | +69.1% | +22.6% |
| 3Y | +151.2% | -80.2% | +231.4% | +93.5% |
| 5Y | +162.9% | -86.0% | +248.9% | +106.2% |
| All | +162.9% | -85.9% | +248.8% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling