+13.5%
RTX vs DD
+33.0%
-19.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | -1.7% | +2.2% | -4.0% | -2.1% |
| 30D | +7.7% | +20.7% | -13.0% | +5.3% |
| 3M | -10.3% | +11.3% | -21.7% | -11.6% |
| 6M | +14.6% | +6.0% | +8.6% | +13.3% |
| YTD | +10.4% | +31.7% | -21.3% | +7.3% |
| 1Y | +13.5% | +32.2% | -18.7% | +10.5% |
| All | +13.5% | +33.0% | -19.5% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling