+267.0%
RTX vs XLP
+126.4%
+140.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.2% |
| 7D | -5.1% | +0.7% | -5.9% | -5.9% |
| 30D | +5.1% | +10.3% | -5.1% | -3.0% |
| 3M | -14.8% | +6.5% | -21.4% | -19.3% |
| 6M | +8.0% | +8.4% | -0.3% | +0.3% |
| YTD | +4.5% | +18.2% | -13.7% | -10.2% |
| 1Y | +9.8% | +22.4% | -12.6% | -8.5% |
| 3Y | +144.2% | +41.9% | +102.3% | +74.6% |
| 5Y | +131.4% | +40.9% | +90.6% | +64.5% |
| All | +267.0% | +126.4% | +140.6% | +85.6% |
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