+20.7%
XLK vs RTX
+14.1%
+6.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.2% |
| 7D | -7.6% | +1.3% | -8.9% | -7.5% |
| 30D | -12.2% | +7.6% | -19.8% | -11.9% |
| 3M | -5.5% | -8.6% | +3.2% | -5.2% |
| 6M | +9.2% | +15.6% | -6.5% | +7.9% |
| YTD | +23.0% | +9.4% | +13.7% | +21.1% |
| 1Y | +20.7% | +14.7% | +6.0% | +16.8% |
| All | +20.7% | +14.1% | +6.7% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling