+14.0%
RTX vs XLP
+22.6%
-8.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.4% | -0.5% | +2.0% | +1.6% |
| 30D | +7.8% | +8.3% | -0.5% | +5.7% |
| 3M | -9.8% | +8.7% | -18.5% | -11.6% |
| 6M | +13.5% | +11.2% | +2.4% | +10.0% |
| YTD | +10.9% | +20.0% | -9.0% | +4.9% |
| 1Y | +14.0% | +21.3% | -7.4% | +8.3% |
| All | +14.0% | +22.6% | -8.6% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling