+132.6%
RTX vs DOCN
-32.3%
+164.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.3% |
| 7D | -5.1% | -19.2% | +14.0% | -4.3% |
| 30D | +5.1% | -43.1% | +48.2% | +7.6% |
| 3M | -14.8% | -40.7% | +25.9% | -13.2% |
| 6M | +8.0% | -55.0% | +63.0% | +11.1% |
| YTD | +4.5% | +50.6% | -46.2% | -1.9% |
| 1Y | +9.8% | +54.0% | -44.1% | +2.9% |
| 3Y | +144.2% | +203.9% | -59.7% | +112.0% |
| All | +132.6% | -32.3% | +164.9% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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