+1,117.4%
XLI vs RTX
+2,065.7%
-948.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -1.1% | -5.2% | +4.1% | +1.9% |
| 30D | -5.9% | -9.4% | +3.4% | -0.8% |
| 3M | -0.3% | +12.3% | -12.5% | -7.1% |
| 6M | +0.1% | -3.1% | +3.3% | +1.0% |
| YTD | +13.6% | +10.7% | +2.9% | +6.0% |
| 1Y | +17.2% | +28.4% | -11.2% | +0.1% |
| 3Y | +68.2% | +147.1% | -78.9% | -3.5% |
| 5Y | +80.7% | +167.2% | -86.5% | -2.7% |
| 10Y | +253.3% | +274.7% | -21.5% | +48.4% |
| All | +1,117.4% | +2,065.7% | -948.3% | +114.2% |
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