+2,061.9%
RTX vs XLP
+523.7%
+1,538.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | -5.2% | -1.0% | -4.1% | -4.3% |
| 30D | -9.4% | -0.9% | -8.5% | -8.8% |
| 3M | +12.3% | +3.8% | +8.5% | +8.0% |
| 6M | -3.1% | -1.7% | -1.4% | -2.4% |
| YTD | +10.7% | +10.3% | +0.4% | +0.4% |
| 1Y | +28.4% | +7.8% | +20.6% | +18.5% |
| 3Y | +147.1% | +27.2% | +119.9% | +93.5% |
| 5Y | +167.2% | +32.5% | +134.7% | +99.9% |
| 10Y | +274.7% | +101.8% | +172.9% | +92.1% |
| All | +2,061.9% | +523.7% | +1,538.2% | +310.0% |
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