+201.8%
RTX vs DOW
-15.8%
+217.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.3% |
| 7D | -5.2% | -2.4% | -2.8% | -4.5% |
| 30D | -9.4% | +0.4% | -9.8% | -9.8% |
| 3M | +12.3% | -14.4% | +26.7% | +17.2% |
| 6M | -3.1% | -7.0% | +3.9% | -4.0% |
| YTD | +10.7% | +30.2% | -19.5% | -4.7% |
| 1Y | +28.4% | +29.2% | -0.8% | +9.4% |
| 3Y | +147.1% | -36.7% | +183.8% | +174.9% |
| 5Y | +167.2% | -37.7% | +204.9% | +191.4% |
| All | +201.8% | -15.8% | +217.6% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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