+30.8%
RTX vs XLB
+14.8%
+16.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | -10.6% | -1.7% | -8.8% | -10.0% |
| 3M | +11.6% | +4.4% | +7.3% | +9.5% |
| 6M | -4.5% | +5.0% | -9.5% | -6.3% |
| YTD | +9.6% | +15.5% | -5.9% | +2.2% |
| 1Y | +30.8% | +14.9% | +15.9% | +24.7% |
| All | +30.8% | +14.8% | +16.0% | +24.7% |
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