+132.6%
RTX vs Z
-55.4%
+188.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | -5.1% | -4.6% | -0.6% | -4.9% |
| 30D | +5.1% | +8.3% | -3.2% | +4.4% |
| 3M | -14.8% | -11.6% | -3.2% | -14.4% |
| 6M | +8.0% | -33.6% | +41.7% | +10.8% |
| YTD | +4.5% | -56.7% | +61.1% | +10.3% |
| 1Y | +9.8% | -59.1% | +69.0% | +16.4% |
| 3Y | +144.2% | -20.4% | +164.6% | +138.2% |
| All | +132.6% | -55.4% | +188.0% | +132.8% |
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 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