+13.5%
RTX vs Z
-28.9%
+42.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +1.4% | -13.1% | +14.5% | +1.8% |
| 30D | +7.8% | +5.9% | +2.0% | +8.1% |
| 3M | -9.8% | -13.7% | +3.9% | -9.7% |
| 6M | +13.5% | -27.1% | +40.7% | +12.1% |
| All | +13.5% | -28.9% | +42.4% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling