+275.2%
RTX vs Z
-7.0%
+282.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.5% | -0.2% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | -10.6% | -3.7% | -6.8% | -10.3% |
| 3M | +11.6% | -7.0% | +18.6% | +12.1% |
| 6M | -4.5% | -29.5% | +25.0% | -1.0% |
| YTD | +9.6% | -52.6% | +62.1% | +18.9% |
| 1Y | +30.8% | -64.0% | +94.8% | +46.8% |
| 3Y | +152.8% | -36.4% | +189.3% | +154.8% |
| 5Y | +167.1% | -65.8% | +232.9% | +182.4% |
| 10Y | +275.2% | -5.8% | +281.0% | +189.8% |
| All | +275.2% | -7.0% | +282.1% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling