+202.7%
RTX vs XLC
+141.1%
+61.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -0.8% |
| 30D | -11.6% | -0.9% | -10.7% | -11.2% |
| 3M | +9.2% | -0.3% | +9.5% | +8.9% |
| 6M | -4.4% | -5.2% | +0.8% | -1.9% |
| YTD | +8.9% | -5.3% | +14.2% | +11.6% |
| 1Y | +32.1% | -2.8% | +34.9% | +33.3% |
| 3Y | +151.2% | +71.2% | +80.0% | +76.9% |
| 5Y | +162.9% | +37.6% | +125.3% | +116.5% |
| All | +202.7% | +141.1% | +61.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded XLC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling