+68.4%
T vs RTX
+275.5%
-207.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | -3.1% | -1.6% | -1.5% | -2.6% |
| 30D | +4.6% | -11.6% | +16.1% | +8.7% |
| 3M | +12.2% | +9.2% | +3.1% | +8.7% |
| 6M | -6.5% | -4.4% | -2.0% | -5.7% |
| YTD | +4.9% | +8.9% | -4.0% | +0.9% |
| 1Y | -10.5% | +32.1% | -42.6% | -19.8% |
| 3Y | +104.6% | +151.2% | -46.6% | +42.3% |
| 5Y | +64.2% | +162.9% | -98.7% | +10.4% |
| 10Y | +68.4% | +283.9% | -215.5% | -1.5% |
| All | +68.4% | +275.5% | -207.0% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling