+140.7%
GOOG vs RTX
+161.5%
-20.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -1.6% | -1.6% | +0.1% | -1.3% |
| 30D | -7.7% | -11.6% | +3.9% | -6.2% |
| 3M | -9.3% | +9.2% | -18.5% | -10.7% |
| 6M | +7.4% | -4.4% | +11.9% | +7.5% |
| YTD | +4.9% | +8.9% | -4.0% | +3.2% |
| 1Y | +37.2% | +32.1% | +5.1% | +31.7% |
| All | +140.7% | +161.5% | -20.8% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling