+97.6%
META vs RTX
+145.0%
-47.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | +3.3% | -1.7% | +5.0% | +3.6% |
| 30D | -10.8% | +7.7% | -18.4% | -12.3% |
| 3M | +7.9% | -10.3% | +18.2% | +10.4% |
| 6M | +5.4% | +14.6% | -9.2% | +1.2% |
| YTD | -2.6% | +10.4% | -13.0% | -5.8% |
| 1Y | +1.9% | +13.5% | -11.7% | -2.3% |
| 3Y | +97.0% | +158.6% | -61.6% | +43.7% |
| 5Y | +97.6% | +147.3% | -49.6% | +41.8% |
| All | +97.6% | +145.0% | -47.3% | +41.8% |
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