+145.5%
XLK vs RTX
+163.3%
-17.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | +5.0% | +12.0% | -7.1% | +0.9% |
| 6M | +32.9% | -3.6% | +36.4% | +33.7% |
| YTD | +29.0% | +9.2% | +19.8% | +24.2% |
| 1Y | +37.8% | +29.7% | +8.1% | +24.8% |
| 3Y | +118.7% | +152.0% | -33.3% | +53.1% |
| All | +145.5% | +163.3% | -17.8% | +60.0% |
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