+169.3%
RTX vs XLP
+32.7%
+136.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -5.2% | -1.0% | -4.1% | -4.6% |
| 30D | -9.4% | -0.9% | -8.5% | -9.0% |
| 3M | +12.3% | +3.8% | +8.5% | +9.5% |
| 6M | -3.1% | -1.7% | -1.4% | -2.5% |
| YTD | +10.7% | +10.3% | +0.4% | +3.5% |
| 1Y | +28.4% | +7.8% | +20.6% | +21.7% |
| 3Y | +147.1% | +27.2% | +119.9% | +105.8% |
| All | +169.3% | +32.7% | +136.6% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling