+23.9%
BABA vs RTX
+264.2%
-240.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +11.6% | -5.1% | +16.8% | +13.3% |
| 30D | +2.3% | +5.1% | -2.9% | +0.6% |
| 3M | -13.7% | -14.8% | +1.1% | -9.7% |
| 6M | -21.9% | +8.0% | -29.9% | -24.3% |
| YTD | -24.6% | +4.5% | -29.1% | -26.3% |
| 1Y | -34.1% | +9.8% | -43.9% | -36.6% |
| 3Y | +36.3% | +144.2% | -107.9% | -1.1% |
| 5Y | -26.7% | +131.4% | -158.2% | -46.6% |
| 10Y | +19.2% | +273.3% | -254.1% | -32.1% |
| All | +23.9% | +264.2% | -240.3% | -32.5% |
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