+275.2%
RTX vs DLR
+163.6%
+111.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -3.1% | +3.4% | -6.5% | -3.9% |
| 30D | -10.6% | -2.2% | -8.3% | -10.1% |
| 3M | +11.6% | +4.7% | +6.9% | +9.9% |
| 6M | -4.5% | +9.0% | -13.5% | -7.0% |
| YTD | +9.6% | +24.1% | -14.6% | +3.2% |
| 1Y | +30.8% | +20.9% | +9.9% | +23.9% |
| 3Y | +152.8% | +60.0% | +92.8% | +118.5% |
| 5Y | +167.1% | +35.3% | +131.8% | +137.6% |
| 10Y | +275.2% | +165.8% | +109.4% | +179.0% |
| All | +275.2% | +163.6% | +111.6% | +179.0% |
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