+44.5%
GOOG vs RTX
+28.8%
+15.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.2% | -5.2% | +3.0% | -1.6% |
| 30D | -6.9% | -9.4% | +2.5% | -5.9% |
| 3M | -9.1% | +12.3% | -21.4% | -11.2% |
| 6M | +10.6% | -3.1% | +13.8% | +9.7% |
| YTD | +7.0% | +10.7% | -3.7% | +5.1% |
| 1Y | +44.5% | +28.4% | +16.1% | +43.1% |
| All | +44.5% | +28.8% | +15.8% | +43.1% |
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