+315.9%
RTX vs XYZ
+638.9%
-323.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -5.2% | -1.0% | -4.2% | -5.1% |
| 30D | -9.4% | -1.7% | -7.7% | -9.3% |
| 3M | +12.3% | +16.7% | -4.5% | +9.5% |
| 6M | -3.1% | +26.9% | -30.0% | -6.9% |
| YTD | +10.7% | +27.1% | -16.5% | +5.7% |
| 1Y | +28.4% | +9.3% | +19.2% | +25.0% |
| 3Y | +147.1% | +42.3% | +104.8% | +121.6% |
| 5Y | +167.2% | -69.3% | +236.6% | +189.1% |
| 10Y | +274.7% | +586.8% | -312.1% | +136.0% |
| All | +315.9% | +638.9% | -323.0% | +148.7% |
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