+572.1%
ON vs RTX
+286.9%
+285.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.7% | -2.0% | -2.7% | -3.5% |
| 30D | -13.5% | -11.2% | -2.3% | -6.6% |
| 3M | -36.3% | +12.0% | -48.4% | -42.1% |
| 6M | +17.8% | -3.6% | +21.3% | +17.9% |
| YTD | +29.6% | +9.2% | +20.4% | +17.7% |
| 1Y | +45.8% | +29.7% | +16.1% | +16.0% |
| 3Y | -28.3% | +152.0% | -180.3% | -67.4% |
| 5Y | +49.6% | +165.8% | -116.1% | -36.4% |
| All | +572.1% | +286.9% | +285.3% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling