+1,075.5%
XLI vs RTX
+2,041.9%
-966.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +3.8% | +4.8% | -1.0% | +1.1% |
| 30D | +1.0% | +6.5% | -5.5% | -2.5% |
| 3M | -8.9% | -9.6% | +0.7% | -4.0% |
| 6M | -2.3% | +12.3% | -14.6% | -9.3% |
| YTD | +9.7% | +9.5% | +0.2% | +2.8% |
| 1Y | +12.3% | +15.8% | -3.5% | +1.9% |
| 3Y | +71.5% | +157.0% | -85.5% | -3.4% |
| 5Y | +70.2% | +148.8% | -78.6% | -4.6% |
| 10Y | +227.5% | +264.0% | -36.6% | +39.6% |
| All | +1,075.5% | +2,041.9% | -966.4% | +107.6% |
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