+672.5%
RTX vs XRT
+529.0%
+143.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.3% |
| 7D | -5.1% | +0.9% | -6.0% | -5.8% |
| 30D | +5.1% | +7.9% | -2.8% | +0.7% |
| 3M | -14.8% | -0.2% | -14.6% | -15.2% |
| 6M | +8.0% | +5.6% | +2.5% | +3.9% |
| YTD | +4.5% | +5.7% | -1.2% | +0.1% |
| 1Y | +9.8% | +14.6% | -4.7% | +0.5% |
| 3Y | +144.2% | +50.7% | +93.5% | +84.8% |
| 5Y | +131.4% | -4.8% | +136.3% | +118.5% |
| 10Y | +273.3% | +152.6% | +120.6% | +75.0% |
| All | +672.5% | +529.0% | +143.5% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling