+1,628.8%
T vs RTX
+10,556.5%
-8,927.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +2.0% | +1.4% | +0.5% | +1.5% |
| 30D | -1.0% | +7.8% | -8.9% | -3.5% |
| 3M | -8.1% | -9.8% | +1.7% | -5.2% |
| 6M | -8.3% | +13.5% | -21.8% | -12.5% |
| YTD | -6.1% | +10.9% | -17.1% | -10.3% |
| 1Y | -7.4% | +14.0% | -21.4% | -12.4% |
| 3Y | +65.4% | +159.9% | -94.5% | +16.7% |
| 5Y | +57.6% | +151.7% | -94.0% | +10.8% |
| 10Y | +61.4% | +269.0% | -207.6% | -4.6% |
| All | +1,628.8% | +10,556.5% | -8,927.7% | +276.5% |
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