+163.1%
RTX vs Z
-64.7%
+227.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.5% |
| 7D | -1.5% | -6.0% | +4.5% | -1.2% |
| 30D | -11.0% | -2.3% | -8.7% | -10.9% |
| 3M | +7.7% | -0.6% | +8.3% | +7.5% |
| 6M | -3.9% | -27.6% | +23.7% | -2.2% |
| YTD | +9.0% | -52.4% | +61.3% | +13.9% |
| 1Y | +27.3% | -63.6% | +90.8% | +35.4% |
| 3Y | +172.9% | -36.4% | +209.3% | +174.5% |
| All | +163.1% | -64.7% | +227.8% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling