+167.1%
RTX vs DD
+61.7%
+105.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -10.6% | -7.4% | -3.1% | -9.0% |
| 3M | +11.6% | -6.4% | +18.1% | +13.2% |
| 6M | -4.5% | -2.5% | -2.0% | -4.4% |
| YTD | +9.6% | +10.2% | -0.7% | +6.1% |
| 1Y | +30.8% | +36.9% | -6.1% | +19.5% |
| 3Y | +152.8% | +47.0% | +105.8% | +121.3% |
| 5Y | +167.1% | +63.1% | +104.0% | +122.3% |
| All | +167.1% | +61.7% | +105.4% | +122.3% |
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