+267.0%
RTX vs D
+42.6%
+224.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -5.1% | +3.0% | -8.1% | -6.3% |
| 30D | +5.1% | +11.5% | -6.3% | +0.6% |
| 3M | -14.8% | +3.7% | -18.6% | -16.2% |
| 6M | +8.0% | +13.5% | -5.5% | +2.3% |
| YTD | +4.5% | +20.7% | -16.3% | -3.6% |
| 1Y | +9.8% | +18.2% | -8.4% | +2.1% |
| 3Y | +144.2% | +73.3% | +70.9% | +89.8% |
| 5Y | +131.4% | +12.3% | +119.2% | +115.9% |
| All | +267.0% | +42.6% | +224.5% | +223.1% |
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