+988.3%
XLE vs RTX
+1,944.3%
-956.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -12.0% | -5.1% | -6.9% | -9.5% |
| 30D | -2.7% | +5.1% | -7.9% | -5.4% |
| 3M | +6.6% | -14.8% | +21.4% | +15.4% |
| 6M | +9.5% | +8.0% | +1.5% | +3.6% |
| YTD | +40.6% | +4.5% | +36.1% | +33.8% |
| 1Y | +43.6% | +9.8% | +33.8% | +32.7% |
| 3Y | +58.1% | +144.2% | -86.1% | -7.7% |
| 5Y | +152.2% | +131.4% | +20.8% | +49.2% |
| 10Y | +172.9% | +273.3% | -100.3% | +23.6% |
| All | +988.3% | +1,944.3% | -956.0% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling