+172.7%
RTX vs DTE
+47.2%
+125.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.6% | -0.5% | -11.0% | -11.4% |
| 3M | +9.2% | -6.0% | +15.2% | +11.2% |
| 6M | -4.4% | -7.2% | +2.8% | -2.4% |
| YTD | +8.9% | +7.2% | +1.7% | +6.4% |
| 1Y | +32.1% | +4.1% | +28.1% | +30.2% |
| All | +172.7% | +47.2% | +125.5% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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