+165.8%
RTX vs DTE
+31.2%
+134.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -2.0% | -2.0% | 0.0% | -1.3% |
| 30D | -11.2% | -2.4% | -8.8% | -10.4% |
| 3M | +12.0% | -7.3% | +19.3% | +15.0% |
| 6M | -3.6% | -7.6% | +4.1% | -1.0% |
| YTD | +9.2% | +5.8% | +3.4% | +6.6% |
| 1Y | +29.7% | +2.3% | +27.4% | +28.1% |
| 3Y | +152.0% | +45.0% | +106.9% | +115.3% |
| 5Y | +165.8% | +33.2% | +132.5% | +134.9% |
| All | +165.8% | +31.2% | +134.5% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling