+278.0%
RTX vs D
+35.0%
+242.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -5.2% | +1.5% | -6.6% | -5.7% |
| 30D | -9.4% | -2.6% | -6.8% | -8.5% |
| 3M | +12.3% | 0.0% | +12.3% | +12.1% |
| 6M | -3.1% | +7.4% | -10.5% | -6.1% |
| YTD | +10.7% | +15.9% | -5.2% | +4.0% |
| 1Y | +28.4% | +18.1% | +10.3% | +19.4% |
| 3Y | +147.1% | +58.4% | +88.7% | +98.8% |
| 5Y | +167.2% | +5.2% | +162.0% | +156.3% |
| All | +278.0% | +35.0% | +242.9% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling