+10,266.7%
RTX vs DD
+961.9%
+9,304.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -5.2% | -3.5% | -1.6% | -3.8% |
| 30D | -9.4% | -10.3% | +0.9% | -5.5% |
| 3M | +12.3% | -7.5% | +19.8% | +15.5% |
| 6M | -3.1% | -8.0% | +4.9% | -0.8% |
| YTD | +10.7% | +10.5% | +0.2% | +4.7% |
| 1Y | +28.4% | +38.3% | -9.9% | +10.3% |
| 3Y | +147.1% | +42.5% | +104.6% | +101.6% |
| 5Y | +167.2% | +60.2% | +107.1% | +102.3% |
| 10Y | +274.7% | +68.9% | +205.9% | +165.6% |
| All | +10,266.7% | +961.9% | +9,304.8% | +2,875.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling