+1,022.9%
RTX vs DLR
+3,595.6%
-2,572.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -5.2% | +1.6% | -6.7% | -5.6% |
| 30D | -9.4% | -3.4% | -6.0% | -8.6% |
| 3M | +12.3% | +0.5% | +11.8% | +11.6% |
| 6M | -3.1% | +4.6% | -7.7% | -4.9% |
| YTD | +10.7% | +23.4% | -12.7% | +3.5% |
| 1Y | +28.4% | +19.0% | +9.4% | +21.1% |
| 3Y | +147.1% | +56.5% | +90.5% | +110.6% |
| 5Y | +167.2% | +33.3% | +133.9% | +133.1% |
| 10Y | +274.7% | +165.1% | +109.6% | +154.3% |
| All | +1,022.9% | +3,595.6% | -2,572.8% | +222.9% |
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