+132.6%
RTX vs XLB
+29.2%
+103.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -5.1% | -1.5% | -3.6% | -4.5% |
| 30D | +5.1% | +6.1% | -0.9% | +2.1% |
| 3M | -14.8% | 0.0% | -14.9% | -15.0% |
| 6M | +8.0% | 0.0% | +8.1% | +7.7% |
| YTD | +4.5% | +16.0% | -11.6% | -3.9% |
| 1Y | +9.8% | +24.7% | -14.9% | -2.8% |
| 3Y | +144.2% | +40.4% | +103.8% | +99.4% |
| All | +132.6% | +29.2% | +103.4% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling