+3,461.8%
RTX vs DGX
+8,796.3%
-5,334.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -10.6% | -1.2% | -9.4% | -10.3% |
| 3M | +11.6% | +19.9% | -8.3% | +6.3% |
| 6M | -4.5% | +19.2% | -23.7% | -9.1% |
| YTD | +9.6% | +37.5% | -27.9% | +0.2% |
| 1Y | +30.8% | +31.3% | -0.5% | +20.8% |
| 3Y | +152.8% | +96.6% | +56.2% | +106.2% |
| 5Y | +167.1% | +64.3% | +102.8% | +126.1% |
| 10Y | +275.2% | +241.1% | +34.0% | +154.5% |
| All | +3,461.8% | +8,796.3% | -5,334.5% | +1,150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling