+279.2%
RTX vs XLY
+220.9%
+58.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -1.5% | -1.7% | +0.1% | -0.5% |
| 30D | -11.0% | -4.2% | -6.8% | -8.7% |
| 3M | +7.7% | -2.7% | +10.3% | +8.7% |
| 6M | -3.9% | -0.6% | -3.3% | -4.4% |
| YTD | +9.0% | -5.0% | +14.0% | +11.2% |
| 1Y | +27.3% | -4.1% | +31.3% | +28.7% |
| 3Y | +172.9% | +33.6% | +139.3% | +113.9% |
| 5Y | +165.2% | +28.7% | +136.5% | +103.4% |
| All | +279.2% | +220.9% | +58.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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