+55.2%
T vs RTX
+145.0%
-89.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | +2.6% | -1.7% | +4.3% | +2.9% |
| 30D | -1.1% | +7.7% | -8.8% | -2.6% |
| 3M | -7.7% | -10.3% | +2.6% | -5.8% |
| 6M | -10.6% | +14.6% | -25.2% | -13.5% |
| YTD | -7.5% | +10.4% | -17.8% | -10.2% |
| 1Y | -7.4% | +13.5% | -20.9% | -10.9% |
| 3Y | +63.1% | +158.6% | -95.5% | +20.6% |
| 5Y | +55.2% | +147.3% | -92.1% | +13.5% |
| All | +55.2% | +145.0% | -89.8% | +13.5% |
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 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