-3.1%
RTX vs DRI
+4.2%
-7.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -5.2% | +0.6% | -5.7% | -5.3% |
| 30D | -9.4% | +3.8% | -13.2% | -10.3% |
| 3M | +12.3% | +13.0% | -0.7% | +9.0% |
| 6M | -3.1% | +8.3% | -11.4% | -5.8% |
| All | -3.1% | +4.2% | -7.3% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling