+93.4%
META vs RTX
+146.3%
-52.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.7% |
| 7D | -3.1% | -3.8% | +0.7% | -2.8% |
| 30D | -18.1% | +4.7% | -22.8% | -18.4% |
| 3M | +2.9% | -13.4% | +16.3% | +4.3% |
| 6M | +0.2% | +11.8% | -11.6% | -1.7% |
| YTD | -8.1% | +5.8% | -13.9% | -9.0% |
| 1Y | -4.5% | +11.9% | -16.4% | -6.3% |
| All | +93.4% | +146.3% | -52.9% | +92.1% |
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 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