+204.6%
RTX vs XLC
+142.6%
+62.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -10.6% | +0.2% | -10.8% | -10.8% |
| 3M | +11.6% | +0.6% | +11.0% | +10.8% |
| 6M | -4.5% | -4.5% | 0.0% | -2.4% |
| YTD | +9.6% | -4.7% | +14.3% | +11.9% |
| 1Y | +30.8% | -1.7% | +32.5% | +31.1% |
| 3Y | +152.8% | +72.3% | +80.6% | +77.5% |
| 5Y | +167.1% | +37.8% | +129.4% | +120.1% |
| All | +204.6% | +142.6% | +62.0% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling