+64.3%
XLF vs RTX
+162.7%
-98.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -1.5% | +0.1% | -0.9% |
| 30D | -1.2% | -11.0% | +9.8% | +2.7% |
| 3M | +9.2% | +7.7% | +1.5% | +6.1% |
| 6M | +16.3% | -3.9% | +20.2% | +17.4% |
| YTD | +5.4% | +9.0% | -3.5% | +1.2% |
| 1Y | +7.6% | +27.3% | -19.6% | -2.9% |
| 3Y | +74.2% | +172.9% | -98.7% | +12.5% |
| All | +64.3% | +162.7% | -98.4% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling