+9,565.5%
RTX vs STZ
+10,752.7%
-1,187.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | -5.1% | +4.9% | -10.0% | -6.2% |
| 30D | +5.1% | +20.9% | -15.7% | +0.6% |
| 3M | -14.8% | +8.0% | -22.8% | -16.6% |
| 6M | +8.0% | -5.3% | +13.3% | +8.6% |
| YTD | +4.5% | +5.9% | -1.5% | +1.9% |
| 1Y | +9.8% | +14.2% | -4.4% | +5.2% |
| 3Y | +144.2% | -37.0% | +181.2% | +163.9% |
| 5Y | +131.4% | -29.7% | +161.1% | +142.4% |
| 10Y | +273.3% | +5.2% | +268.1% | +255.0% |
| All | +9,565.5% | +10,752.7% | -1,187.2% | +4,514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling