+10,364.9%
RTX vs SPY
+2,954.7%
+7,410.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | -5.1% | -2.7% | -2.4% | -2.9% |
| 30D | +5.1% | -5.4% | +10.5% | +10.3% |
| 3M | -14.8% | -4.1% | -10.7% | -11.9% |
| 6M | +8.0% | +0.7% | +7.3% | +6.5% |
| YTD | +4.5% | +8.7% | -4.2% | -4.2% |
| 1Y | +9.8% | +10.9% | -1.0% | -1.1% |
| 3Y | +144.2% | +75.0% | +69.2% | +40.6% |
| 5Y | +131.4% | +67.8% | +63.6% | +35.8% |
| 10Y | +273.3% | +312.9% | -39.6% | -2.8% |
| All | +10,364.9% | +2,954.7% | +7,410.2% | +408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling