+597.5%
RTX vs DG
+632.1%
-34.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.4% | -3.0% | +4.4% | +1.9% |
| 30D | +7.8% | +8.6% | -0.8% | +6.4% |
| 3M | -9.8% | +15.0% | -24.8% | -11.8% |
| 6M | +13.5% | +32.7% | -19.1% | +8.3% |
| YTD | +10.9% | +5.5% | +5.4% | +9.2% |
| 1Y | +14.0% | +34.6% | -20.6% | +7.8% |
| 3Y | +159.9% | +24.2% | +135.7% | +140.4% |
| 5Y | +151.7% | -32.3% | +183.9% | +159.7% |
| 10Y | +269.0% | +111.1% | +157.9% | +195.0% |
| All | +597.5% | +632.1% | -34.6% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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