+273.8%
RTX vs XRT
+163.3%
+110.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +1.9% |
| 7D | -3.2% | +2.5% | -5.7% | -4.4% |
| 30D | +5.6% | +10.3% | -4.8% | +0.8% |
| 3M | -11.7% | +2.4% | -14.1% | -12.9% |
| 6M | +12.3% | +10.0% | +2.3% | +6.8% |
| YTD | +8.2% | +9.5% | -1.3% | +2.8% |
| 1Y | +12.6% | +17.2% | -4.6% | +3.4% |
| 3Y | +152.8% | +62.0% | +90.9% | +91.7% |
| 5Y | +140.2% | -2.1% | +142.3% | +133.1% |
| 10Y | +273.8% | +152.6% | +121.2% | +58.5% |
| All | +273.8% | +163.3% | +110.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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