+207.6%
RTX vs XLC
+143.7%
+63.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | -5.2% | -0.8% | -4.3% | -4.7% |
| 30D | -9.4% | +1.0% | -10.4% | -10.0% |
| 3M | +12.3% | -0.7% | +13.0% | +12.3% |
| 6M | -3.1% | -5.1% | +2.0% | -0.6% |
| YTD | +10.7% | -4.3% | +15.0% | +12.8% |
| 1Y | +28.4% | -0.6% | +29.0% | +27.9% |
| 3Y | +147.1% | +72.7% | +74.4% | +73.2% |
| 5Y | +167.2% | +38.0% | +129.3% | +120.2% |
| All | +207.6% | +143.7% | +63.9% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling