+13.5%
RTX vs DT
-8.6%
+22.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.0% |
| 7D | -1.7% | -7.5% | +5.8% | -1.9% |
| 30D | +7.7% | -31.5% | +39.2% | +6.7% |
| 3M | -10.3% | -14.0% | +3.7% | -10.8% |
| 6M | +14.6% | +6.9% | +7.7% | +15.2% |
| YTD | +10.4% | +0.3% | +10.0% | +10.9% |
| 1Y | +13.5% | -6.9% | +20.4% | +13.8% |
| All | +13.5% | -8.6% | +22.2% | +13.8% |
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