+293.2%
RTX vs Z
+6.9%
+286.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -5.1% | -4.6% | -0.6% | -4.7% |
| 30D | +5.1% | +8.3% | -3.2% | +3.8% |
| 3M | -14.8% | -11.6% | -3.2% | -14.1% |
| 6M | +8.0% | -33.6% | +41.7% | +12.5% |
| YTD | +4.5% | -56.7% | +61.1% | +14.0% |
| 1Y | +9.8% | -59.1% | +69.0% | +20.6% |
| 3Y | +144.2% | -20.4% | +164.6% | +137.2% |
| 5Y | +131.4% | -55.3% | +186.7% | +135.0% |
| 10Y | +273.3% | -14.2% | +287.5% | +196.1% |
| All | +293.2% | +6.9% | +286.3% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling