+148.5%
RTX vs XYZ
-64.0%
+212.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.1% |
| 7D | +3.4% | -2.1% | +5.5% | +3.6% |
| 30D | +8.4% | +7.0% | +1.4% | +7.5% |
| 3M | -10.7% | +5.1% | -15.7% | -11.3% |
| 6M | +11.7% | +14.1% | -2.3% | +9.8% |
| YTD | +9.3% | +26.4% | -17.0% | +5.9% |
| 1Y | +13.3% | +25.1% | -11.8% | +9.7% |
| 3Y | +156.1% | +59.7% | +96.4% | +134.8% |
| 5Y | +148.5% | -63.8% | +212.3% | +162.3% |
| All | +148.5% | -64.0% | +212.5% | +162.3% |
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