+28.4%
RTX vs DHI
-16.9%
+45.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | -5.2% | -3.1% | -2.0% | -4.8% |
| 30D | -9.4% | -5.5% | -3.9% | -8.8% |
| 3M | +12.3% | -2.2% | +14.5% | +12.3% |
| 6M | -3.1% | -6.0% | +2.8% | -3.2% |
| YTD | +10.7% | 0.0% | +10.7% | +9.3% |
| 1Y | +28.4% | -18.2% | +46.7% | +30.3% |
| All | +28.4% | -16.9% | +45.3% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling