+62.8%
META vs RTX
+168.2%
-105.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +6.7% | -5.2% | +11.9% | +8.0% |
| 30D | +4.8% | -9.4% | +14.1% | +7.0% |
| 3M | -1.6% | +12.3% | -13.9% | -4.8% |
| 6M | -7.5% | -3.1% | -4.3% | -7.0% |
| YTD | -6.4% | +10.7% | -17.1% | -9.4% |
| 1Y | -17.3% | +28.4% | -45.8% | -23.5% |
| 3Y | +109.9% | +147.1% | -37.1% | +56.8% |
| All | +62.8% | +168.2% | -105.4% | +15.5% |
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