+72.4%
XLI vs RTX
+150.3%
-77.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +1.0% | -3.1% | +4.1% | +2.0% |
| 30D | -5.8% | -10.6% | +4.8% | -2.5% |
| 3M | +0.7% | +11.6% | -10.9% | -3.1% |
| 6M | +3.2% | -4.5% | +7.7% | +4.2% |
| YTD | +13.0% | +9.6% | +3.5% | +9.2% |
| 1Y | +16.8% | +30.8% | -14.0% | +6.4% |
| 3Y | +72.4% | +152.8% | -80.4% | +34.1% |
| All | +72.4% | +150.3% | -77.9% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling