+470.3%
RTX vs FANG
+1,395.6%
-925.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -11.6% | +2.4% | -14.0% | -12.1% |
| 3M | +9.2% | +4.9% | +4.3% | +7.6% |
| 6M | -4.4% | +12.0% | -16.5% | -7.8% |
| YTD | +8.9% | +37.1% | -28.2% | +0.2% |
| 1Y | +32.1% | +52.3% | -20.1% | +18.5% |
| 3Y | +151.2% | +45.0% | +106.3% | +122.8% |
| 5Y | +162.9% | +231.0% | -68.1% | +88.2% |
| 10Y | +283.9% | +177.5% | +106.5% | +134.9% |
| All | +470.3% | +1,395.6% | -925.3% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling