+140.2%
RTX vs DD
+71.8%
+68.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +2.2% |
| 7D | -3.2% | +9.8% | -13.0% | -5.3% |
| 30D | +5.6% | +19.3% | -13.8% | +1.3% |
| 3M | -11.7% | +9.4% | -21.1% | -13.6% |
| 6M | +12.3% | +4.8% | +7.5% | +10.8% |
| YTD | +8.2% | +30.2% | -22.0% | +0.6% |
| 1Y | +12.6% | +32.2% | -19.6% | +4.2% |
| 3Y | +152.8% | +93.1% | +59.7% | +104.6% |
| 5Y | +140.2% | +68.0% | +72.2% | +98.7% |
| All | +140.2% | +71.8% | +68.4% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling