+14.7%
RTX vs DT
-5.1%
+19.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.7% |
| 7D | +1.3% | -25.5% | +26.8% | +0.6% |
| 30D | +7.6% | -22.3% | +30.0% | +6.9% |
| 3M | -8.6% | +2.3% | -11.0% | -8.8% |
| 6M | +15.6% | +20.7% | -5.1% | +16.8% |
| YTD | +9.4% | +7.9% | +1.4% | +10.8% |
| 1Y | +14.7% | -5.7% | +20.4% | +16.7% |
| All | +14.7% | -5.1% | +19.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling