+67.7%
ASML vs RTX
+138.0%
-70.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.0% | -8.2% |
| 7D | -19.0% | -3.8% | -15.3% | -17.9% |
| 30D | -25.9% | +4.7% | -30.6% | -27.1% |
| 3M | -19.1% | -13.4% | -5.7% | -15.1% |
| 6M | -5.7% | +11.8% | -17.6% | -10.6% |
| YTD | +27.6% | +5.8% | +21.8% | +23.3% |
| 1Y | +30.8% | +11.9% | +18.9% | +23.7% |
| 3Y | +116.2% | +146.3% | -30.0% | +37.7% |
| 5Y | +67.7% | +134.3% | -66.6% | +5.3% |
| All | +67.7% | +138.0% | -70.3% | +5.3% |
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