+11.7%
RTX vs DE
+15.4%
-3.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.5% |
| 7D | +3.4% | +2.3% | +1.0% | +3.4% |
| 30D | +8.4% | +4.4% | +4.0% | +8.5% |
| 3M | -10.7% | +9.8% | -20.4% | -9.9% |
| 6M | +11.7% | +15.8% | -4.1% | +11.0% |
| All | +11.7% | +15.4% | -3.6% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling