+10,239.8%
RTX vs DD
+1,166.0%
+9,073.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | -1.7% | +2.2% | -4.0% | -2.6% |
| 30D | +7.7% | +20.7% | -13.0% | -0.3% |
| 3M | -10.3% | +11.3% | -21.7% | -14.4% |
| 6M | +14.6% | +6.0% | +8.6% | +11.2% |
| YTD | +10.4% | +31.7% | -21.3% | -2.9% |
| 1Y | +13.5% | +32.2% | -18.7% | -0.4% |
| 3Y | +158.6% | +92.7% | +65.9% | +86.9% |
| 5Y | +147.3% | +72.1% | +75.1% | +82.5% |
| 10Y | +268.6% | +99.7% | +169.0% | +143.8% |
| All | +10,239.8% | +1,166.0% | +9,073.9% | +2,659.3% |
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 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