+203.9%
RTX vs XLC
+134.8%
+69.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.9% |
| 7D | +3.4% | +3.1% | +0.3% | +1.7% |
| 30D | +8.4% | -4.2% | +12.6% | +10.7% |
| 3M | -10.7% | -2.1% | -8.5% | -10.0% |
| 6M | +11.7% | -6.6% | +18.3% | +15.1% |
| YTD | +9.3% | -7.8% | +17.1% | +13.3% |
| 1Y | +13.3% | -4.1% | +17.4% | +14.7% |
| 3Y | +156.1% | +62.6% | +93.5% | +85.7% |
| 5Y | +148.5% | +39.6% | +108.9% | +100.1% |
| All | +203.9% | +134.8% | +69.1% | +45.5% |
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