+14.7%
RTX vs STZ
+14.7%
-0.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -8.0% | -2.9% |
| 7D | +1.3% | +13.0% | -11.7% | +0.6% |
| 30D | +7.6% | +29.4% | -21.8% | +6.1% |
| 3M | -8.6% | +11.6% | -20.2% | -9.4% |
| 6M | +15.6% | -0.2% | +15.9% | +15.4% |
| YTD | +9.4% | +8.6% | +0.8% | +7.6% |
| 1Y | +14.7% | +15.9% | -1.3% | +14.5% |
| All | +14.7% | +14.7% | -0.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling