+167.1%
RTX vs DT
-28.6%
+195.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | -3.1% | -4.9% | +1.8% | -2.6% |
| 30D | -10.6% | +2.7% | -13.3% | -10.8% |
| 3M | +11.6% | +20.0% | -8.3% | +9.6% |
| 6M | -4.5% | +28.0% | -32.5% | -7.1% |
| YTD | +9.6% | +16.0% | -6.5% | +7.5% |
| 1Y | +30.8% | +0.7% | +30.1% | +30.4% |
| 3Y | +152.8% | +6.2% | +146.6% | +147.9% |
| 5Y | +167.1% | -28.1% | +195.2% | +159.1% |
| All | +167.1% | -28.6% | +195.7% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling