+226.1%
XLI vs RTX
+262.2%
-36.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.8% | +4.8% | -1.0% | +1.3% |
| 30D | +1.0% | +6.5% | -5.5% | -2.3% |
| 3M | -8.9% | -9.6% | +0.7% | -4.3% |
| 6M | -2.3% | +12.3% | -14.6% | -8.9% |
| YTD | +9.7% | +9.5% | +0.2% | +3.2% |
| 1Y | +12.3% | +15.8% | -3.5% | +2.4% |
| 3Y | +71.5% | +157.0% | -85.5% | -1.3% |
| 5Y | +70.2% | +148.8% | -78.6% | -2.7% |
| All | +226.1% | +262.2% | -36.1% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling