+269.0%
RTX vs DRI
+339.9%
-70.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.4% | -0.7% | +2.2% | +1.7% |
| 30D | +7.8% | +14.7% | -6.9% | +2.3% |
| 3M | -9.8% | +5.4% | -15.2% | -12.0% |
| 6M | +13.5% | +18.8% | -5.3% | +5.4% |
| YTD | +10.9% | +28.4% | -17.4% | -0.5% |
| 1Y | +14.0% | +37.7% | -23.7% | -0.7% |
| 3Y | +159.9% | +68.0% | +92.0% | +103.2% |
| 5Y | +151.7% | +78.8% | +72.9% | +87.6% |
| 10Y | +269.0% | +334.2% | -65.2% | +97.5% |
| All | +269.0% | +339.9% | -70.9% | +97.5% |
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