+273.8%
RTX vs DRI
+370.8%
-97.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.0% |
| 7D | -3.2% | +3.1% | -6.3% | -4.4% |
| 30D | +5.6% | +16.2% | -10.7% | -0.3% |
| 3M | -11.7% | +8.4% | -20.1% | -14.8% |
| 6M | +12.3% | +19.0% | -6.7% | +4.2% |
| YTD | +8.2% | +28.8% | -20.6% | -3.1% |
| 1Y | +12.6% | +33.1% | -20.6% | -0.7% |
| 3Y | +152.8% | +70.8% | +82.1% | +96.3% |
| 5Y | +140.2% | +74.2% | +66.0% | +81.1% |
| 10Y | +273.8% | +345.5% | -71.7% | +97.9% |
| All | +273.8% | +370.8% | -97.0% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling