+1,477.5%
XLK vs RTX
+2,030.8%
-553.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +2.3% | -1.6% | +3.9% | +3.1% |
| 30D | +0.8% | -11.6% | +12.4% | +6.5% |
| 3M | +4.1% | +9.2% | -5.1% | -0.9% |
| 6M | +34.8% | -4.4% | +39.2% | +35.8% |
| YTD | +30.8% | +8.9% | +21.9% | +23.5% |
| 1Y | +42.4% | +32.1% | +10.2% | +22.2% |
| 3Y | +121.8% | +151.2% | -29.4% | +36.6% |
| 5Y | +146.6% | +162.9% | -16.3% | +46.2% |
| 10Y | +804.3% | +283.9% | +520.3% | +313.1% |
| All | +1,477.5% | +2,030.8% | -553.3% | +224.6% |
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