+91.4%
ORCL vs RTX
+168.2%
-76.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.3% |
| 7D | +5.3% | -5.2% | +10.4% | +6.8% |
| 30D | +10.0% | -9.4% | +19.3% | +12.9% |
| 3M | -32.6% | +12.3% | -44.9% | -35.3% |
| 6M | +4.9% | -3.1% | +8.1% | +5.5% |
| YTD | -17.8% | +10.7% | -28.4% | -21.4% |
| 1Y | -28.0% | +28.4% | -56.4% | -35.0% |
| 3Y | +36.0% | +147.1% | -111.0% | -2.4% |
| All | +91.4% | +168.2% | -76.7% | +23.0% |
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