+9,806.7%
RTX vs D
+2,488.7%
+7,318.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -3.8% | +6.9% | -10.7% | -6.6% |
| 30D | +4.7% | +12.3% | -7.6% | -0.5% |
| 3M | -13.4% | +3.0% | -16.4% | -14.7% |
| 6M | +11.8% | +12.8% | -1.0% | +5.7% |
| YTD | +5.8% | +22.6% | -16.8% | -3.6% |
| 1Y | +11.9% | +21.7% | -9.7% | +2.2% |
| 3Y | +146.3% | +83.9% | +62.3% | +83.9% |
| 5Y | +134.3% | +14.0% | +120.3% | +112.6% |
| 10Y | +277.9% | +45.6% | +232.3% | +198.5% |
| All | +9,806.7% | +2,488.7% | +7,318.0% | +2,290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling