+273.8%
RTX vs XLP
+130.4%
+143.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.9% |
| 7D | -3.2% | +0.1% | -3.3% | -3.4% |
| 30D | +5.6% | +8.9% | -3.4% | -1.6% |
| 3M | -11.7% | +7.5% | -19.2% | -17.0% |
| 6M | +12.3% | +9.4% | +2.9% | +3.5% |
| YTD | +8.2% | +19.3% | -11.1% | -7.7% |
| 1Y | +12.6% | +21.7% | -9.2% | -5.8% |
| 3Y | +152.8% | +44.0% | +108.9% | +78.4% |
| 5Y | +140.2% | +42.8% | +97.4% | +68.6% |
| 10Y | +273.8% | +128.8% | +145.0% | +88.1% |
| All | +273.8% | +130.4% | +143.4% | +88.1% |
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