+279.2%
RTX vs DGX
+255.3%
+23.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -1.5% | -0.9% | -0.7% | -1.3% |
| 30D | -11.0% | -1.2% | -9.8% | -10.7% |
| 3M | +7.7% | +15.8% | -8.1% | +2.5% |
| 6M | -3.9% | +18.2% | -22.1% | -9.2% |
| YTD | +9.0% | +37.2% | -28.2% | -2.3% |
| 1Y | +27.3% | +30.4% | -3.1% | +15.7% |
| 3Y | +172.9% | +96.7% | +76.2% | +109.1% |
| 5Y | +165.2% | +67.2% | +98.0% | +111.9% |
| All | +279.2% | +255.3% | +23.9% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling