+13.5%
RTX vs D
+16.4%
-2.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -1.7% | +2.4% | -4.1% | -2.4% |
| 30D | +7.7% | +10.9% | -3.2% | +4.3% |
| 3M | -10.3% | +2.8% | -13.2% | -11.2% |
| 6M | +14.6% | +12.7% | +1.9% | +9.9% |
| YTD | +10.4% | +20.3% | -9.9% | +3.7% |
| 1Y | +13.5% | +17.1% | -3.6% | +7.5% |
| All | +13.5% | +16.4% | -2.9% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling