+59.9%
DIA vs RTX
+150.3%
-90.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +0.1% | -3.1% | +3.1% | +0.6% |
| 30D | -2.1% | -10.6% | +8.5% | 0.0% |
| 3M | +4.2% | +11.6% | -7.5% | +1.7% |
| 6M | +11.9% | -4.5% | +16.4% | +12.5% |
| YTD | +10.8% | +9.6% | +1.2% | +8.3% |
| 1Y | +17.5% | +30.8% | -13.3% | +10.4% |
| 3Y | +59.9% | +152.8% | -92.9% | +35.3% |
| All | +59.9% | +150.3% | -90.3% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling