+148.5%
RTX vs DE
+102.8%
+45.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | +3.4% | +2.3% | +1.0% | +2.8% |
| 30D | +8.4% | +4.4% | +4.0% | +7.2% |
| 3M | -10.7% | +9.8% | -20.4% | -13.2% |
| 6M | +11.7% | +15.8% | -4.1% | +6.6% |
| YTD | +9.3% | +47.0% | -37.6% | -3.2% |
| 1Y | +13.3% | +42.8% | -29.5% | +1.0% |
| 3Y | +156.1% | +88.9% | +67.2% | +104.4% |
| 5Y | +148.5% | +101.9% | +46.6% | +84.5% |
| All | +148.5% | +102.8% | +45.7% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling