+3,058.8%
SPY vs RTX
+11,103.9%
-8,045.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -0.9% | +1.4% | -2.4% | -1.5% |
| 30D | -2.4% | +7.8% | -10.2% | -5.6% |
| 3M | -1.2% | -9.8% | +8.6% | +2.9% |
| 6M | +3.3% | +13.5% | -10.2% | -3.2% |
| YTD | +12.3% | +10.9% | +1.3% | +5.6% |
| 1Y | +12.4% | +14.0% | -1.5% | +4.4% |
| 3Y | +78.8% | +159.9% | -81.1% | +13.2% |
| 5Y | +75.2% | +151.7% | -76.5% | +10.4% |
| 10Y | +311.1% | +269.0% | +42.1% | +104.8% |
| All | +3,058.8% | +11,103.9% | -8,045.1% | +431.5% |
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