+132.5%
GOOGL vs RTX
+165.2%
-32.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.1% |
| 7D | -1.9% | -1.6% | -0.2% | -1.5% |
| 30D | -7.5% | -11.6% | +4.1% | -4.8% |
| 3M | -9.2% | +9.2% | -18.3% | -11.5% |
| 6M | +8.1% | -4.4% | +12.5% | +8.7% |
| YTD | +5.8% | +8.9% | -3.0% | +2.8% |
| 1Y | +38.3% | +32.1% | +6.2% | +27.4% |
| 3Y | +144.8% | +151.2% | -6.5% | +81.4% |
| 5Y | +132.5% | +162.9% | -30.4% | +57.6% |
| All | +132.5% | +165.2% | -32.7% | +57.6% |
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