+10,144.8%
RTX vs DOC
+2,934.4%
+7,210.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.8% | -3.6% |
| 7D | +1.3% | +8.7% | -7.4% | -1.3% |
| 30D | +7.6% | +7.6% | 0.0% | +5.1% |
| 3M | -8.6% | -5.3% | -3.4% | -7.4% |
| 6M | +15.6% | +27.6% | -12.0% | +6.1% |
| YTD | +9.4% | +32.4% | -23.0% | -1.2% |
| 1Y | +14.7% | +22.9% | -8.2% | +5.9% |
| 3Y | +154.7% | +43.1% | +111.6% | +119.6% |
| 5Y | +150.9% | -21.4% | +172.3% | +159.1% |
| 10Y | +290.8% | +16.8% | +274.0% | +248.0% |
| All | +10,144.8% | +2,934.4% | +7,210.4% | +3,858.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling