+11.7%
RTX vs XYZ
+14.1%
-2.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.5% |
| 7D | +3.4% | -2.1% | +5.5% | +3.4% |
| 30D | +8.4% | +7.0% | +1.4% | +8.8% |
| 3M | -10.7% | +5.1% | -15.7% | -10.0% |
| 6M | +11.7% | +14.1% | -2.3% | +11.2% |
| All | +11.7% | +14.1% | -2.4% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling