+6,001.5%
RTX vs DRI
+7,978.2%
-1,976.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -5.1% | +2.8% | -7.9% | -6.0% |
| 30D | +5.1% | +13.3% | -8.1% | +1.2% |
| 3M | -14.8% | +8.2% | -23.0% | -17.2% |
| 6M | +8.0% | +17.5% | -9.5% | +2.2% |
| YTD | +4.5% | +26.9% | -22.4% | -3.8% |
| 1Y | +9.8% | +31.6% | -21.7% | -0.1% |
| 3Y | +144.2% | +67.0% | +77.2% | +102.5% |
| 5Y | +131.4% | +72.9% | +58.5% | +87.0% |
| 10Y | +273.3% | +371.3% | -98.1% | +111.0% |
| All | +6,001.5% | +7,978.2% | -1,976.6% | +1,571.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling