+9,423.5%
STX vs RTX
+1,678.0%
+7,745.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -2.0% |
| 7D | -17.3% | -1.7% | -15.5% | -16.1% |
| 30D | -35.9% | +7.7% | -43.6% | -38.6% |
| 3M | -37.3% | -10.3% | -27.0% | -33.6% |
| 6M | -35.8% | +14.6% | -50.4% | -41.8% |
| YTD | +82.7% | +10.4% | +72.4% | +68.1% |
| 1Y | +71.6% | +13.5% | +58.1% | +55.5% |
| 3Y | +635.3% | +158.6% | +476.7% | +294.9% |
| 5Y | +483.8% | +147.3% | +336.5% | +213.1% |
| 10Y | +1,967.8% | +268.6% | +1,699.1% | +677.5% |
| All | +9,423.5% | +1,678.0% | +7,745.5% | +1,303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling