+2,028.4%
RTX vs XLY
+1,114.2%
+914.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -1.5% | -1.7% | +0.1% | -0.4% |
| 30D | -11.0% | -4.2% | -6.8% | -8.4% |
| 3M | +7.7% | -2.7% | +10.3% | +8.8% |
| 6M | -3.9% | -0.6% | -3.3% | -4.6% |
| YTD | +9.0% | -5.0% | +14.0% | +11.4% |
| 1Y | +27.3% | -4.1% | +31.3% | +28.8% |
| 3Y | +172.9% | +33.6% | +139.3% | +108.2% |
| 5Y | +165.2% | +28.7% | +136.5% | +95.8% |
| 10Y | +284.2% | +219.6% | +64.6% | +41.5% |
| All | +2,028.4% | +1,114.2% | +914.2% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling