+1,105.4%
DIA vs RTX
+3,075.1%
-1,969.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | +1.6% | +3.4% | -1.8% | 0.0% |
| 30D | +1.2% | +8.4% | -7.1% | -2.7% |
| 3M | -2.4% | -10.7% | +8.3% | +2.4% |
| 6M | +5.7% | +11.7% | -6.1% | -0.7% |
| YTD | +9.9% | +9.3% | +0.6% | +3.7% |
| 1Y | +9.8% | +13.3% | -3.5% | +1.7% |
| 3Y | +59.8% | +156.1% | -96.4% | -2.2% |
| 5Y | +57.7% | +148.5% | -90.9% | -4.4% |
| 10Y | +235.8% | +263.6% | -27.8% | +59.1% |
| All | +1,105.4% | +3,075.1% | -1,969.7% | +103.4% |
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