+80.9%
XLI vs RTX
+165.2%
-84.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -0.6% | -1.6% | +1.0% | +0.1% |
| 30D | -6.9% | -11.6% | +4.6% | -2.3% |
| 3M | -1.9% | +9.2% | -11.1% | -5.7% |
| 6M | +1.0% | -4.4% | +5.4% | +2.4% |
| YTD | +11.3% | +8.9% | +2.4% | +6.7% |
| 1Y | +15.8% | +32.1% | -16.3% | +2.0% |
| 3Y | +69.8% | +151.2% | -81.4% | +11.1% |
| 5Y | +80.9% | +162.9% | -82.0% | +9.7% |
| All | +80.9% | +165.2% | -84.3% | +9.7% |
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