+283.9%
RTX vs DD
+64.9%
+219.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.5% |
| 7D | -1.6% | -3.8% | +2.2% | 0.0% |
| 30D | -11.6% | -9.2% | -2.3% | -8.0% |
| 3M | +9.2% | -9.0% | +18.2% | +13.2% |
| 6M | -4.4% | -5.0% | +0.5% | -3.3% |
| YTD | +8.9% | +7.4% | +1.5% | +3.5% |
| 1Y | +32.1% | +35.1% | -3.0% | +12.4% |
| 3Y | +151.2% | +43.2% | +108.0% | +98.3% |
| 5Y | +162.9% | +59.6% | +103.3% | +87.7% |
| 10Y | +283.9% | +66.5% | +217.4% | +135.9% |
| All | +283.9% | +64.9% | +219.0% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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