+30.6%
ORCL vs RTX
+131.1%
-100.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -11.2% | -5.1% | -6.0% | -10.0% |
| 30D | -18.8% | +5.1% | -24.0% | -20.0% |
| 3M | -18.8% | -14.8% | -4.0% | -15.5% |
| 6M | -39.7% | +8.0% | -47.8% | -41.8% |
| YTD | -39.6% | +4.5% | -44.1% | -41.5% |
| 1Y | -51.7% | +9.8% | -61.6% | -54.1% |
| 3Y | +10.2% | +144.2% | -134.0% | -20.5% |
| All | +30.6% | +131.1% | -100.5% | -7.2% |
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