+278.0%
RTX vs DOC
-2.1%
+280.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -5.2% | -1.5% | -3.7% | -4.6% |
| 30D | -9.4% | -4.8% | -4.6% | -7.8% |
| 3M | +12.3% | +6.9% | +5.4% | +8.9% |
| 6M | -3.1% | +20.7% | -23.9% | -11.2% |
| YTD | +10.7% | +34.1% | -23.5% | -3.2% |
| 1Y | +28.4% | +22.6% | +5.8% | +16.1% |
| 3Y | +147.1% | +20.8% | +126.2% | +118.6% |
| 5Y | +167.2% | -24.9% | +192.1% | +191.4% |
| All | +278.0% | -2.1% | +280.0% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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