+150.9%
RTX vs DOC
-22.8%
+173.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.8% | -3.4% |
| 7D | +1.3% | +8.7% | -7.4% | -0.7% |
| 30D | +7.6% | +7.6% | 0.0% | +5.8% |
| 3M | -8.6% | -5.3% | -3.4% | -7.7% |
| 6M | +15.6% | +27.6% | -12.0% | +8.2% |
| YTD | +9.4% | +32.4% | -23.0% | +1.1% |
| 1Y | +14.7% | +22.9% | -8.2% | +8.0% |
| 3Y | +154.7% | +43.1% | +111.6% | +125.1% |
| 5Y | +150.9% | -21.4% | +172.3% | +176.0% |
| All | +150.9% | -22.8% | +173.7% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling