+280.0%
RTX vs XYZ
+609.1%
-329.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -2.0% | -5.2% | +3.2% | -1.2% |
| 30D | -11.2% | 0.0% | -11.2% | -11.3% |
| 3M | +12.0% | +18.7% | -6.6% | +8.9% |
| 6M | -3.6% | +20.5% | -24.1% | -6.8% |
| YTD | +9.2% | +21.5% | -12.3% | +4.8% |
| 1Y | +29.7% | +7.2% | +22.5% | +26.4% |
| 3Y | +152.0% | +49.0% | +103.0% | +122.9% |
| 5Y | +165.8% | -68.1% | +233.9% | +187.7% |
| All | +280.0% | +609.1% | -329.1% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling