+93.9%
QQQ vs RTX
+162.0%
-68.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | -1.4% | -11.2% | +9.8% | +1.7% |
| 3M | +2.3% | +12.0% | -9.8% | -1.4% |
| 6M | +16.9% | -3.6% | +20.5% | +17.6% |
| YTD | +15.6% | +9.2% | +6.4% | +11.6% |
| 1Y | +22.6% | +29.7% | -7.1% | +11.7% |
| 3Y | +93.5% | +152.0% | -58.4% | +37.7% |
| 5Y | +93.9% | +165.8% | -71.9% | +29.3% |
| All | +93.9% | +162.0% | -68.1% | +29.3% |
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