+1,024.7%
XLE vs RTX
+2,065.7%
-1,041.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +2.2% | -5.2% | +7.4% | +5.0% |
| 30D | +11.8% | -9.4% | +21.2% | +17.5% |
| 3M | +9.8% | +12.3% | -2.5% | +2.3% |
| 6M | +15.6% | -3.1% | +18.7% | +15.3% |
| YTD | +45.3% | +10.7% | +34.6% | +34.5% |
| 1Y | +48.3% | +28.4% | +19.9% | +25.9% |
| 3Y | +55.4% | +147.1% | -91.6% | -10.1% |
| 5Y | +216.1% | +167.2% | +48.8% | +73.4% |
| 10Y | +178.4% | +274.7% | -96.3% | +25.9% |
| All | +1,024.7% | +2,065.7% | -1,041.0% | +164.5% |
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