+817.6%
RTX vs SPXU
-100.0%
+917.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | -0.7% |
| 7D | +1.4% | +1.5% | -0.1% | +2.4% |
| 30D | +7.8% | +6.4% | +1.5% | +10.4% |
| 3M | -9.8% | +4.2% | -14.0% | -8.0% |
| 6M | +13.5% | -7.8% | +21.3% | +11.9% |
| YTD | +10.9% | -27.5% | +38.5% | +2.3% |
| 1Y | +14.0% | -27.1% | +41.1% | +5.6% |
| 3Y | +159.9% | -80.8% | +240.7% | +67.5% |
| 5Y | +151.7% | -84.1% | +235.8% | +74.2% |
| 10Y | +269.0% | -99.5% | +368.5% | +10.9% |
| All | +817.6% | -100.0% | +917.6% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling