+169.3%
RTX vs DRI
+72.9%
+96.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -5.2% | +0.6% | -5.7% | -5.3% |
| 30D | -9.4% | +3.8% | -13.2% | -10.4% |
| 3M | +12.3% | +13.0% | -0.7% | +8.5% |
| 6M | -3.1% | +8.3% | -11.4% | -5.5% |
| YTD | +10.7% | +20.6% | -9.9% | +4.7% |
| 1Y | +28.4% | +6.5% | +22.0% | +25.3% |
| 3Y | +147.1% | +53.7% | +93.4% | +113.7% |
| All | +169.3% | +72.9% | +96.4% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling