+35.5%
XLV vs RTX
+162.7%
-127.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -1.5% | -2.0% | -3.2% |
| 30D | -1.8% | -11.0% | +9.1% | +0.8% |
| 3M | +7.8% | +7.7% | +0.1% | +5.7% |
| 6M | +9.1% | -3.9% | +13.0% | +9.7% |
| YTD | +7.7% | +9.0% | -1.2% | +5.0% |
| 1Y | +20.4% | +27.3% | -6.8% | +12.8% |
| 3Y | +30.8% | +172.9% | -142.1% | -0.5% |
| All | +35.5% | +162.7% | -127.2% | +3.2% |
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