+70.0%
XLE vs RTX
+156.3%
-86.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | +4.8% | +0.6% | +4.5% |
| 30D | -3.9% | +6.5% | -10.4% | -5.0% |
| 3M | +7.0% | -9.6% | +16.7% | +8.8% |
| 6M | +14.2% | +12.3% | +1.9% | +10.9% |
| YTD | +48.2% | +9.5% | +38.7% | +43.4% |
| 1Y | +47.7% | +15.8% | +31.8% | +40.2% |
| 3Y | +70.0% | +157.0% | -87.0% | +29.4% |
| All | +70.0% | +156.3% | -86.3% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling