+429.4%
XLF vs RTX
+2,041.9%
-1,612.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +2.7% | +4.8% | -2.1% | -0.2% |
| 30D | +7.6% | +6.5% | +1.1% | +3.4% |
| 3M | +1.1% | -9.6% | +10.7% | +6.9% |
| 6M | +15.9% | +12.3% | +3.6% | +6.8% |
| YTD | +8.4% | +9.5% | -1.0% | +0.4% |
| 1Y | +12.5% | +15.8% | -3.3% | +0.5% |
| 3Y | +81.6% | +157.0% | -75.5% | -4.0% |
| 5Y | +59.3% | +148.8% | -89.5% | -16.6% |
| 10Y | +225.4% | +264.0% | -38.6% | +24.9% |
| All | +429.4% | +2,041.9% | -1,612.6% | -19.8% |
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