+283.3%
RTX vs USFR
+28.5%
+254.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +5.6% | +0.4% | +5.2% | +5.4% |
| 3M | -11.7% | +1.1% | -12.7% | -12.0% |
| 6M | +12.3% | +2.0% | +10.3% | +11.7% |
| YTD | +8.2% | +3.4% | +4.8% | +7.1% |
| 1Y | +12.6% | +4.1% | +8.5% | +11.2% |
| 3Y | +152.8% | +14.3% | +138.5% | +143.4% |
| 5Y | +140.2% | +21.3% | +118.9% | +127.0% |
| 10Y | +273.8% | +28.5% | +245.3% | +249.2% |
| All | +283.3% | +28.5% | +254.7% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling