+10,152.6%
RTX vs DE
+14,451.3%
-4,298.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +6.5% | +3.6% | +2.9% | +5.0% |
| 3M | -9.6% | +10.2% | -19.9% | -13.6% |
| 6M | +12.3% | +16.6% | -4.2% | +4.6% |
| YTD | +9.5% | +45.8% | -36.4% | -7.1% |
| 1Y | +15.8% | +43.9% | -28.1% | -1.4% |
| 3Y | +157.0% | +89.6% | +67.4% | +92.2% |
| 5Y | +148.8% | +100.3% | +48.5% | +77.3% |
| 10Y | +264.0% | +760.8% | -496.8% | +48.1% |
| All | +10,152.6% | +14,451.3% | -4,298.7% | +1,438.6% |
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