+147.4%
RTX vs STZ
-29.4%
+176.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +4.8% | +2.6% | +2.2% | +4.3% |
| 30D | +6.5% | +15.2% | -8.7% | +3.9% |
| 3M | -9.6% | +7.6% | -17.3% | -11.0% |
| 6M | +12.3% | +5.3% | +7.1% | +10.9% |
| YTD | +9.5% | +8.6% | +0.8% | +6.6% |
| 1Y | +15.8% | +15.6% | +0.3% | +11.3% |
| 3Y | +157.0% | -35.2% | +192.2% | +178.0% |
| All | +147.4% | -29.4% | +176.8% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling