+269.0%
RTX vs DD
+99.0%
+170.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.4% | +3.2% | -1.8% | +0.1% |
| 30D | +7.8% | +20.3% | -12.4% | -0.5% |
| 3M | -9.8% | +8.2% | -18.0% | -13.1% |
| 6M | +13.5% | +3.4% | +10.1% | +11.1% |
| YTD | +10.9% | +30.6% | -19.7% | -3.2% |
| 1Y | +14.0% | +30.6% | -16.7% | -0.7% |
| 3Y | +159.9% | +91.1% | +68.8% | +80.1% |
| 5Y | +151.7% | +68.6% | +83.1% | +79.9% |
| 10Y | +269.0% | +99.9% | +169.1% | +118.0% |
| All | +269.0% | +99.0% | +170.0% | +118.0% |
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