+117.5%
XLK vs RTX
+162.3%
-44.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | -0.5% | -11.2% | +10.7% | +1.4% |
| 3M | +5.0% | +12.0% | -7.1% | +2.4% |
| 6M | +32.9% | -3.6% | +36.4% | +33.8% |
| YTD | +29.0% | +9.2% | +19.8% | +25.9% |
| 1Y | +37.8% | +29.7% | +8.1% | +28.9% |
| All | +117.5% | +162.3% | -44.7% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling