+45.4%
ORCL vs RTX
+147.6%
-102.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +10.4% | +3.4% | +7.0% | +9.5% |
| 30D | -11.2% | +8.4% | -19.6% | -13.1% |
| 3M | -16.8% | -10.7% | -6.1% | -14.4% |
| 6M | -31.5% | +11.7% | -43.2% | -34.2% |
| YTD | -33.9% | +9.3% | -43.2% | -36.6% |
| 1Y | -43.3% | +13.3% | -56.5% | -46.3% |
| 3Y | +16.5% | +156.1% | -139.7% | -17.0% |
| 5Y | +45.4% | +148.5% | -103.1% | +1.4% |
| All | +45.4% | +147.6% | -102.2% | +1.4% |
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