+1,019.5%
STX vs RTX
+168.2%
+851.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.6% |
| 7D | +2.4% | -5.2% | +7.5% | +4.0% |
| 30D | +1.4% | -9.4% | +10.8% | +4.5% |
| 3M | -8.2% | +12.3% | -20.5% | -12.7% |
| 6M | +127.0% | -3.1% | +130.1% | +128.0% |
| YTD | +209.1% | +10.7% | +198.5% | +194.3% |
| 1Y | +365.4% | +28.4% | +337.0% | +316.9% |
| 3Y | +1,135.4% | +147.1% | +988.3% | +739.5% |
| All | +1,019.5% | +168.2% | +851.3% | +575.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling