+10,266.7%
RTX vs DE
+14,847.5%
-4,580.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -5.2% | +10.0% | -15.2% | -8.6% |
| 30D | -9.4% | +13.3% | -22.7% | -14.0% |
| 3M | +12.3% | +17.5% | -5.2% | +4.8% |
| 6M | -3.1% | +13.6% | -16.7% | -8.7% |
| YTD | +10.7% | +49.8% | -39.1% | -6.7% |
| 1Y | +28.4% | +47.9% | -19.5% | +8.4% |
| 3Y | +147.1% | +72.5% | +74.5% | +91.9% |
| 5Y | +167.2% | +90.2% | +77.0% | +94.3% |
| 10Y | +274.7% | +865.4% | -590.6% | +46.8% |
| All | +10,266.7% | +14,847.5% | -4,580.8% | +1,445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling