+275.2%
RTX vs DAR
+367.0%
-91.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.8% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | -10.6% | +13.0% | -23.5% | -13.6% |
| 3M | +11.6% | +15.0% | -3.3% | +6.8% |
| 6M | -4.5% | +26.8% | -31.3% | -11.5% |
| YTD | +9.6% | +86.4% | -76.8% | -8.9% |
| 1Y | +30.8% | +115.1% | -84.3% | +3.5% |
| 3Y | +152.8% | +14.6% | +138.2% | +130.9% |
| 5Y | +167.1% | -8.8% | +175.9% | +149.7% |
| 10Y | +275.2% | +356.5% | -81.4% | +77.5% |
| All | +275.2% | +367.0% | -91.8% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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