+275.2%
RTX vs XRT
+123.1%
+152.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -10.6% | -5.6% | -4.9% | -8.3% |
| 3M | +11.6% | +2.5% | +9.1% | +9.9% |
| 6M | -4.5% | +3.7% | -8.2% | -6.6% |
| YTD | +9.6% | +1.0% | +8.6% | +8.3% |
| 1Y | +30.8% | -1.2% | +32.0% | +30.2% |
| 3Y | +152.8% | +43.4% | +109.5% | +103.1% |
| 5Y | +167.1% | -0.7% | +167.8% | +152.8% |
| 10Y | +275.2% | +123.7% | +151.5% | +68.5% |
| All | +275.2% | +123.1% | +152.0% | +68.5% |
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