+595.7%
RTX vs DG
+606.1%
-10.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | -5.2% | +8.4% | -13.6% | -6.3% |
| 30D | -9.4% | +4.9% | -14.3% | -10.1% |
| 3M | +12.3% | +29.3% | -17.0% | +7.7% |
| 6M | -3.1% | -11.3% | +8.1% | -1.8% |
| YTD | +10.7% | +1.8% | +8.9% | +9.7% |
| 1Y | +28.4% | +25.3% | +3.1% | +22.8% |
| 3Y | +147.1% | +9.1% | +138.0% | +134.3% |
| 5Y | +167.2% | -34.9% | +202.1% | +177.9% |
| 10Y | +274.7% | +108.2% | +166.6% | +200.3% |
| All | +595.7% | +606.1% | -10.3% | +313.3% |
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