+269.0%
RTX vs XLP
+137.2%
+131.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +1.4% | -0.5% | +2.0% | +1.9% |
| 30D | +7.8% | +8.3% | -0.5% | +0.9% |
| 3M | -9.8% | +8.7% | -18.5% | -16.0% |
| 6M | +13.5% | +11.2% | +2.4% | +3.2% |
| YTD | +10.9% | +20.0% | -9.0% | -5.9% |
| 1Y | +14.0% | +21.3% | -7.4% | -4.4% |
| 3Y | +159.9% | +43.8% | +116.1% | +83.1% |
| 5Y | +151.7% | +43.3% | +108.3% | +75.6% |
| 10Y | +269.0% | +136.8% | +132.2% | +70.8% |
| All | +269.0% | +137.2% | +131.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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