+173.5%
RTX vs DGX
+93.2%
+80.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -2.0% | -3.5% | +1.5% | -1.6% |
| 30D | -11.2% | -2.7% | -8.5% | -10.9% |
| 3M | +12.0% | +13.9% | -1.8% | +10.3% |
| 6M | -3.6% | +16.0% | -19.6% | -5.3% |
| YTD | +9.2% | +34.9% | -25.7% | +5.9% |
| 1Y | +29.7% | +30.6% | -0.8% | +25.9% |
| All | +173.5% | +93.2% | +80.3% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling