+273.8%
RTX vs DLR
+174.9%
+98.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +2.8% |
| 7D | -3.2% | +2.4% | -5.6% | -3.8% |
| 30D | +5.6% | +0.7% | +4.8% | +5.3% |
| 3M | -11.7% | -6.4% | -5.3% | -10.5% |
| 6M | +12.3% | -6.5% | +18.9% | +13.5% |
| YTD | +8.2% | +18.8% | -10.6% | +2.8% |
| 1Y | +12.6% | +9.0% | +3.5% | +9.2% |
| 3Y | +152.8% | +54.5% | +98.3% | +120.2% |
| 5Y | +140.2% | +35.8% | +104.4% | +112.9% |
| 10Y | +273.8% | +177.5% | +96.3% | +183.7% |
| All | +273.8% | +174.9% | +98.8% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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