+311.3%
RTX vs XYZ
+655.2%
-343.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +4.8% | -1.1% | +5.8% | +4.9% |
| 30D | +6.5% | +11.5% | -5.0% | +4.6% |
| 3M | -9.6% | +1.8% | -11.4% | -10.2% |
| 6M | +12.3% | +21.2% | -8.9% | +8.5% |
| YTD | +9.5% | +29.9% | -20.5% | +3.9% |
| 1Y | +15.8% | +35.8% | -19.9% | +9.2% |
| 3Y | +157.0% | +62.6% | +94.4% | +125.9% |
| 5Y | +148.8% | -62.8% | +211.6% | +159.9% |
| 10Y | +264.0% | +612.0% | -347.9% | +127.7% |
| All | +311.3% | +655.2% | -343.9% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling