+129.1%
ASML vs RTX
+28.8%
+100.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +1.1% | -5.2% | +6.3% | +2.0% |
| 30D | +2.2% | -9.4% | +11.6% | +3.8% |
| 3M | -2.3% | +12.3% | -14.6% | -6.2% |
| 6M | +23.0% | -3.1% | +26.1% | +22.3% |
| YTD | +61.1% | +10.7% | +50.4% | +56.9% |
| 1Y | +129.1% | +28.4% | +100.7% | +128.1% |
| All | +129.1% | +28.8% | +100.3% | +128.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling