+267.0%
RTX vs Z
-19.3%
+286.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | +3.4% | -4.9% | +8.3% | +4.0% |
| 30D | +8.4% | +3.0% | +5.4% | +7.6% |
| 3M | -10.7% | -13.4% | +2.8% | -9.6% |
| 6M | +11.7% | -27.3% | +39.0% | +15.1% |
| YTD | +9.3% | -57.8% | +67.1% | +19.9% |
| 1Y | +13.3% | -60.0% | +73.3% | +24.9% |
| 3Y | +156.1% | -21.5% | +177.7% | +148.6% |
| 5Y | +148.5% | -55.0% | +203.5% | +151.8% |
| All | +267.0% | -19.3% | +286.3% | +185.1% |
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