+200.8%
RTX vs XLC
+134.3%
+66.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.2% |
| 7D | -3.2% | +7.1% | -10.3% | -6.8% |
| 30D | +5.6% | -2.7% | +8.3% | +6.9% |
| 3M | -11.7% | -3.2% | -8.5% | -10.6% |
| 6M | +12.3% | -7.7% | +20.0% | +16.5% |
| YTD | +8.2% | -8.0% | +16.2% | +12.2% |
| 1Y | +12.6% | -3.1% | +15.6% | +13.3% |
| 3Y | +152.8% | +64.9% | +87.9% | +81.7% |
| 5Y | +140.2% | +39.5% | +100.7% | +93.3% |
| All | +200.8% | +134.3% | +66.4% | +44.1% |
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