+1,965.9%
RTX vs XLP
+577.3%
+1,388.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -2.6% |
| 7D | -3.8% | +3.5% | -7.3% | -6.8% |
| 30D | +4.7% | +11.6% | -6.9% | -5.1% |
| 3M | -13.4% | +7.6% | -21.0% | -19.2% |
| 6M | +11.8% | +10.0% | +1.8% | +1.8% |
| YTD | +5.8% | +19.7% | -14.0% | -11.0% |
| 1Y | +11.9% | +23.5% | -11.5% | -8.5% |
| 3Y | +146.3% | +44.0% | +102.3% | +72.5% |
| 5Y | +134.3% | +42.7% | +91.6% | +64.0% |
| 10Y | +277.9% | +131.3% | +146.5% | +71.0% |
| All | +1,965.9% | +577.3% | +1,388.7% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling