+69.9%
XLI vs RTX
+146.7%
-76.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.8% | +4.8% | -1.0% | +1.8% |
| 30D | +1.0% | +6.5% | -5.5% | -1.5% |
| 3M | -8.9% | -9.6% | +0.7% | -5.3% |
| 6M | -2.3% | +12.3% | -14.6% | -7.4% |
| YTD | +9.7% | +9.5% | +0.2% | +4.8% |
| 1Y | +12.3% | +15.8% | -3.5% | +4.7% |
| 3Y | +71.5% | +157.0% | -85.5% | +11.2% |
| All | +69.9% | +146.7% | -76.8% | +8.5% |
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 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