+156.7%
RTX vs DE
+89.5%
+67.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | +3.4% | +2.3% | +1.0% | +3.0% |
| 30D | +8.4% | +4.4% | +4.0% | +7.6% |
| 3M | -10.7% | +9.8% | -20.4% | -12.3% |
| 6M | +11.7% | +15.8% | -4.1% | +8.2% |
| YTD | +9.3% | +47.0% | -37.6% | +0.5% |
| 1Y | +13.3% | +42.8% | -29.5% | +4.7% |
| All | +156.7% | +89.5% | +67.2% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling