+18.6%
DIA vs RTX
+28.8%
-10.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -0.2% | -5.2% | +5.0% | +0.6% |
| 30D | -1.5% | -9.4% | +7.9% | -0.2% |
| 3M | +3.8% | +12.3% | -8.5% | +1.8% |
| 6M | +10.3% | -3.1% | +13.4% | +10.1% |
| YTD | +12.1% | +10.7% | +1.4% | +9.9% |
| 1Y | +18.6% | +28.4% | -9.8% | +14.3% |
| All | +18.6% | +28.8% | -10.1% | +14.3% |
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