+42.4%
XLE vs RTX
+14.2%
+28.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | -0.2% | +1.4% | -1.7% | -0.2% |
| 30D | -4.0% | +7.8% | -11.8% | -3.4% |
| 3M | +4.6% | -9.8% | +14.4% | +3.2% |
| 6M | +12.3% | +13.5% | -1.2% | +13.7% |
| YTD | +44.5% | +10.9% | +33.6% | +44.8% |
| 1Y | +42.4% | +14.0% | +28.4% | +43.0% |
| All | +42.4% | +14.2% | +28.2% | +43.0% |
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