+132.6%
RTX vs DRI
+74.0%
+58.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -5.1% | +2.8% | -7.9% | -5.8% |
| 30D | +5.1% | +13.3% | -8.1% | +2.0% |
| 3M | -14.8% | +8.2% | -23.0% | -16.7% |
| 6M | +8.0% | +17.5% | -9.5% | +3.2% |
| YTD | +4.5% | +26.9% | -22.4% | -2.5% |
| 1Y | +9.8% | +31.6% | -21.7% | +1.4% |
| 3Y | +144.2% | +67.0% | +77.2% | +106.3% |
| All | +132.6% | +74.0% | +58.6% | +97.7% |
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