+280.0%
RTX vs DE
+867.0%
-587.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -2.0% | -2.4% | +0.4% | -0.9% |
| 30D | -11.2% | +9.7% | -20.9% | -15.3% |
| 3M | +12.0% | +21.4% | -9.3% | +1.6% |
| 6M | -3.6% | +15.0% | -18.6% | -10.8% |
| YTD | +9.2% | +46.4% | -37.2% | -10.6% |
| 1Y | +29.7% | +45.6% | -15.9% | +5.9% |
| 3Y | +152.0% | +76.8% | +75.2% | +80.2% |
| 5Y | +165.8% | +99.4% | +66.3% | +68.7% |
| All | +280.0% | +867.0% | -587.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling