+32.9%
XLV vs RTX
+14.1%
+18.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.5% |
| 7D | +5.5% | +1.3% | +4.2% | +5.2% |
| 30D | +13.3% | +7.6% | +5.7% | +11.7% |
| 3M | +17.4% | -8.6% | +26.1% | +19.3% |
| 6M | +32.1% | +15.6% | +16.5% | +27.9% |
| YTD | +24.0% | +9.4% | +14.7% | +21.3% |
| 1Y | +32.9% | +14.7% | +18.2% | +29.5% |
| All | +32.9% | +14.1% | +18.8% | +29.5% |
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