+267.4%
RTX vs XLP
+139.1%
+128.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -1.0% |
| 7D | +4.8% | +2.5% | +2.3% | +2.7% |
| 30D | +6.5% | +7.3% | -0.8% | +0.4% |
| 3M | -9.6% | +8.1% | -17.7% | -15.4% |
| 6M | +12.3% | +10.5% | +1.8% | +2.7% |
| YTD | +9.5% | +21.2% | -11.7% | -7.9% |
| 1Y | +15.8% | +22.7% | -6.9% | -3.7% |
| 3Y | +157.0% | +44.8% | +112.2% | +80.2% |
| 5Y | +148.8% | +44.7% | +104.1% | +72.2% |
| All | +267.4% | +139.1% | +128.3% | +68.9% |
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