+268.6%
RTX vs D
+44.7%
+223.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -1.7% | +2.4% | -4.1% | -2.7% |
| 30D | +7.7% | +10.9% | -3.2% | +3.2% |
| 3M | -10.3% | +2.8% | -13.2% | -11.5% |
| 6M | +14.6% | +12.7% | +1.9% | +8.8% |
| YTD | +10.4% | +20.3% | -9.9% | +1.9% |
| 1Y | +13.5% | +17.1% | -3.6% | +5.8% |
| 3Y | +158.6% | +75.1% | +83.4% | +99.4% |
| 5Y | +147.3% | +13.1% | +134.1% | +129.6% |
| 10Y | +268.6% | +48.3% | +220.4% | +213.0% |
| All | +268.6% | +44.7% | +223.9% | +213.0% |
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