+1,020.0%
RTX vs DLR
+3,472.7%
-2,452.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -1.7% | +0.3% | -2.1% | -1.9% |
| 30D | +7.7% | +1.2% | +6.5% | +7.2% |
| 3M | -10.3% | -4.8% | -5.5% | -9.4% |
| 6M | +14.6% | -6.1% | +20.7% | +15.8% |
| YTD | +10.4% | +19.3% | -8.9% | +3.9% |
| 1Y | +13.5% | +10.0% | +3.6% | +9.4% |
| 3Y | +158.6% | +53.8% | +104.8% | +121.2% |
| 5Y | +147.3% | +39.1% | +108.1% | +112.6% |
| 10Y | +268.6% | +188.1% | +80.5% | +143.7% |
| All | +1,020.0% | +3,472.7% | -2,452.7% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling