+163.1%
RTX vs FANG
+232.6%
-69.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.5% | +2.9% | -4.4% | -2.1% |
| 30D | -11.0% | +2.6% | -13.6% | -11.4% |
| 3M | +7.7% | +7.6% | +0.1% | +5.9% |
| 6M | -3.9% | +17.3% | -21.2% | -8.0% |
| YTD | +9.0% | +38.7% | -29.7% | +0.3% |
| 1Y | +27.3% | +51.6% | -24.4% | +14.5% |
| 3Y | +172.9% | +50.0% | +122.9% | +138.5% |
| All | +163.1% | +232.6% | -69.5% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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