+48.3%
XLE vs RTX
+28.8%
+19.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +2.2% | -5.2% | +7.4% | +1.9% |
| 30D | +11.8% | -9.4% | +21.2% | +11.3% |
| 3M | +9.8% | +12.3% | -2.5% | +10.2% |
| 6M | +15.6% | -3.1% | +18.7% | +17.5% |
| YTD | +45.3% | +10.7% | +34.6% | +44.2% |
| 1Y | +48.3% | +28.4% | +19.9% | +43.6% |
| All | +48.3% | +28.8% | +19.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 1y: compounded portfolio wealth divided by compounded RTX 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…
1y analysis · Full analysis span regression · 6 months rolling