+72.9%
SPY vs RTX
+145.0%
-72.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | -0.6% | -1.7% | +1.2% | -0.1% |
| 30D | -3.7% | +7.7% | -11.4% | -5.7% |
| 3M | -2.7% | -10.3% | +7.6% | +0.1% |
| 6M | +2.2% | +14.6% | -12.4% | -2.4% |
| YTD | +10.8% | +10.4% | +0.4% | +6.5% |
| 1Y | +11.2% | +13.5% | -2.3% | +5.8% |
| 3Y | +76.5% | +158.6% | -82.1% | +23.7% |
| 5Y | +72.9% | +147.3% | -74.3% | +20.1% |
| All | +72.9% | +145.0% | -72.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 5y: compounded portfolio wealth divided by compounded RTX 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…
5y analysis · Full analysis span regression · 6 months rolling