+136.0%
GOOG vs RTX
+162.7%
-26.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | 0.0% | -1.5% | +1.6% | +0.4% |
| 30D | -2.0% | -11.0% | +9.0% | +0.7% |
| 3M | -5.9% | +7.7% | -13.5% | -8.0% |
| 6M | +8.9% | -3.9% | +12.8% | +9.4% |
| YTD | +7.1% | +9.0% | -1.8% | +4.0% |
| 1Y | +39.7% | +27.3% | +12.4% | +30.0% |
| 3Y | +145.8% | +172.9% | -27.1% | +77.5% |
| All | +136.0% | +162.7% | -26.7% | +60.6% |
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