+11.9%
RTX vs DOC
+21.7%
-9.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -3.8% | +6.2% | -10.0% | -4.3% |
| 30D | +4.7% | +6.5% | -1.8% | +4.0% |
| 3M | -13.4% | -6.2% | -7.2% | -13.0% |
| 6M | +11.8% | +25.6% | -13.8% | +9.0% |
| YTD | +5.8% | +32.1% | -26.3% | +3.9% |
| 1Y | +11.9% | +20.3% | -8.4% | +9.9% |
| All | +11.9% | +21.7% | -9.8% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling