+268.6%
RTX vs USFR
+28.5%
+240.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +7.7% | +0.4% | +7.3% | +7.5% |
| 3M | -10.3% | +1.1% | -11.4% | -10.7% |
| 6M | +14.6% | +2.1% | +12.5% | +13.7% |
| YTD | +10.4% | +3.4% | +6.9% | +8.9% |
| 1Y | +13.5% | +4.1% | +9.4% | +11.7% |
| 3Y | +158.6% | +14.4% | +144.2% | +146.1% |
| 5Y | +147.3% | +21.4% | +125.9% | +128.0% |
| 10Y | +268.6% | +28.5% | +240.1% | +243.2% |
| All | +268.6% | +28.5% | +240.1% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling