+132.6%
RTX vs STZ
-29.7%
+162.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -5.1% | +4.9% | -10.0% | -6.0% |
| 30D | +5.1% | +20.9% | -15.7% | +1.7% |
| 3M | -14.8% | +8.0% | -22.8% | -16.1% |
| 6M | +8.0% | -5.3% | +13.3% | +8.7% |
| YTD | +4.5% | +5.9% | -1.5% | +2.2% |
| 1Y | +9.8% | +14.2% | -4.4% | +5.6% |
| 3Y | +144.2% | -37.0% | +181.2% | +165.4% |
| All | +132.6% | -29.7% | +162.3% | +127.2% |
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