+10,164.5%
RTX vs DTE
+3,521.9%
+6,642.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.5% |
| 30D | -10.6% | -1.9% | -8.7% | -9.8% |
| 3M | +11.6% | -3.3% | +15.0% | +13.3% |
| 6M | -4.5% | -7.1% | +2.6% | -1.4% |
| YTD | +9.6% | +8.1% | +1.5% | +5.0% |
| 1Y | +30.8% | +5.3% | +25.6% | +26.9% |
| 3Y | +152.8% | +48.2% | +104.7% | +103.9% |
| 5Y | +167.1% | +33.2% | +133.9% | +124.3% |
| 10Y | +275.2% | +137.5% | +137.7% | +136.7% |
| All | +10,164.5% | +3,521.9% | +6,642.5% | +2,019.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling