+170.7%
XLE vs RTX
+275.7%
-105.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | 0.0% | -3.1% | +3.1% | +1.8% |
| 30D | +12.6% | -10.6% | +23.2% | +19.8% |
| 3M | +11.8% | +11.6% | +0.2% | +3.7% |
| 6M | +16.1% | -4.5% | +20.6% | +17.0% |
| YTD | +46.9% | +9.6% | +37.3% | +35.3% |
| 1Y | +53.3% | +30.8% | +22.4% | +25.5% |
| 3Y | +54.9% | +152.8% | -97.9% | -20.2% |
| 5Y | +225.7% | +167.1% | +58.6% | +57.9% |
| 10Y | +170.7% | +275.2% | -104.5% | +10.7% |
| All | +170.7% | +275.7% | -105.0% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling