+152.8%
RTX vs SPY
+80.4%
+72.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -9.4% | +0.1% | -9.4% | -9.4% |
| 3M | +12.3% | +2.0% | +10.3% | +11.2% |
| 6M | -3.1% | +13.0% | -16.1% | -8.7% |
| YTD | +10.7% | +13.5% | -2.9% | +4.0% |
| 1Y | +28.4% | +20.0% | +8.4% | +17.7% |
| All | +152.8% | +80.4% | +72.4% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling