+3,029.2%
SPY vs RTX
+10,826.7%
-7,797.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +0.9% |
| 7D | +0.1% | -3.2% | +3.3% | +1.4% |
| 30D | -3.3% | +5.6% | -8.9% | -5.7% |
| 3M | -2.4% | -11.7% | +9.3% | +2.5% |
| 6M | +2.6% | +12.3% | -9.8% | -3.4% |
| YTD | +11.2% | +8.2% | +3.0% | +5.8% |
| 1Y | +13.4% | +12.6% | +0.8% | +5.9% |
| 3Y | +79.9% | +152.8% | -72.9% | +15.3% |
| 5Y | +72.2% | +140.2% | -68.0% | +10.8% |
| 10Y | +307.3% | +273.8% | +33.6% | +101.6% |
| All | +3,029.2% | +10,826.7% | -7,797.5% | +432.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling