+71.6%
STX vs RTX
+14.9%
+56.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | -17.3% | -1.7% | -15.5% | -17.5% |
| 30D | -35.9% | +7.7% | -43.6% | -36.0% |
| 3M | -37.3% | -10.3% | -27.0% | -36.7% |
| 6M | -35.8% | +14.6% | -50.4% | -38.5% |
| YTD | +82.7% | +10.4% | +72.4% | +65.6% |
| 1Y | +71.6% | +13.5% | +58.1% | +48.9% |
| All | +71.6% | +14.9% | +56.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 1y: compounded portfolio wealth divided by compounded RTX 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…
1y analysis · Full analysis span regression · 6 months rolling