+132.6%
RTX vs DT
-43.6%
+176.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -5.1% | -24.7% | +19.6% | -2.8% |
| 30D | +5.1% | -27.4% | +32.5% | +8.0% |
| 3M | -14.8% | -11.1% | -3.7% | -14.3% |
| 6M | +8.0% | +13.7% | -5.6% | +5.8% |
| YTD | +4.5% | +0.2% | +4.2% | +3.4% |
| 1Y | +9.8% | -5.7% | +15.5% | +9.5% |
| 3Y | +144.2% | -8.1% | +152.3% | +141.7% |
| All | +132.6% | -43.6% | +176.2% | +145.1% |
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