+384.8%
V vs RTX
+275.5%
+109.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.9% | -1.6% | -1.3% | -2.2% |
| 30D | +1.9% | -11.6% | +13.4% | +7.5% |
| 3M | +13.2% | +9.2% | +4.1% | +8.2% |
| 6M | +16.7% | -4.4% | +21.1% | +18.1% |
| YTD | +5.4% | +8.9% | -3.5% | -0.2% |
| 1Y | +7.7% | +32.1% | -24.5% | -7.4% |
| 3Y | +52.0% | +151.2% | -99.2% | -7.4% |
| 5Y | +67.7% | +162.9% | -95.2% | -2.4% |
| 10Y | +384.8% | +283.9% | +100.8% | +127.8% |
| All | +384.8% | +275.5% | +109.3% | +127.8% |
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