+147.4%
RTX vs DRI
+78.6%
+68.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | +6.5% | +9.7% | -3.2% | +4.1% |
| 3M | -9.6% | +3.2% | -12.8% | -10.5% |
| 6M | +12.3% | +20.6% | -8.2% | +6.7% |
| YTD | +9.5% | +28.3% | -18.8% | +1.9% |
| 1Y | +15.8% | +34.5% | -18.7% | +6.4% |
| 3Y | +157.0% | +66.5% | +90.5% | +117.5% |
| All | +147.4% | +78.6% | +68.8% | +104.1% |
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