+28.4%
RTX vs XLB
+17.4%
+11.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | -9.4% | -0.4% | -9.0% | -9.3% |
| 3M | +12.3% | +2.0% | +10.3% | +11.1% |
| 6M | -3.1% | +1.8% | -5.0% | -4.0% |
| YTD | +10.7% | +16.6% | -5.9% | +2.9% |
| 1Y | +28.4% | +16.9% | +11.5% | +21.1% |
| All | +28.4% | +17.4% | +11.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling