+167.1%
RTX vs XYZ
-69.7%
+236.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | -3.1% | +2.9% | -5.9% | -3.4% |
| 30D | -10.6% | +1.4% | -12.0% | -10.7% |
| 3M | +11.6% | +14.6% | -2.9% | +10.0% |
| 6M | -4.5% | +20.8% | -25.3% | -6.6% |
| YTD | +9.6% | +23.1% | -13.5% | +6.6% |
| 1Y | +30.8% | +5.6% | +25.2% | +28.9% |
| 3Y | +152.8% | +50.9% | +101.9% | +133.3% |
| 5Y | +167.1% | -68.6% | +235.7% | +169.1% |
| All | +167.1% | -69.7% | +236.8% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling