+152.8%
RTX vs DT
+3.8%
+149.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | -3.1% | -4.9% | +1.8% | -2.7% |
| 30D | -10.6% | +2.7% | -13.3% | -10.8% |
| 3M | +11.6% | +20.0% | -8.3% | +10.1% |
| 6M | -4.5% | +28.0% | -32.5% | -6.3% |
| YTD | +9.6% | +16.0% | -6.5% | +8.7% |
| 1Y | +30.8% | +0.7% | +30.1% | +32.2% |
| 3Y | +152.8% | +6.2% | +146.6% | +148.3% |
| All | +152.8% | +3.8% | +149.0% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling