+180.7%
RTX vs DT
+98.4%
+82.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -11.6% | +0.1% | -11.6% | -11.6% |
| 3M | +9.2% | +24.1% | -14.9% | +5.0% |
| 6M | -4.4% | +30.1% | -34.5% | -9.5% |
| YTD | +8.9% | +16.8% | -7.9% | +4.7% |
| 1Y | +32.1% | -0.1% | +32.2% | +30.5% |
| 3Y | +151.2% | +6.8% | +144.4% | +140.8% |
| 5Y | +162.9% | -28.4% | +191.3% | +164.0% |
| All | +180.7% | +98.4% | +82.3% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling