+379.6%
META vs RTX
+274.5%
+105.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +6.7% | -5.2% | +11.9% | +8.3% |
| 30D | +4.8% | -9.4% | +14.1% | +7.7% |
| 3M | -1.6% | +12.3% | -13.9% | -5.5% |
| 6M | -7.5% | -3.1% | -4.3% | -7.2% |
| YTD | -6.4% | +10.7% | -17.1% | -10.1% |
| 1Y | -17.3% | +28.4% | -45.8% | -24.5% |
| 3Y | +109.9% | +147.1% | -37.1% | +52.6% |
| 5Y | +65.4% | +167.2% | -101.9% | +16.1% |
| All | +379.6% | +274.5% | +105.1% | +200.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling