+6.6%
ON vs RTX
+156.3%
-149.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +12.2% | +4.8% | +7.5% | +11.6% |
| 30D | -3.1% | +6.5% | -9.6% | -3.8% |
| 3M | -12.9% | -9.6% | -3.2% | -11.8% |
| 6M | -38.6% | +12.3% | -50.9% | -39.9% |
| YTD | +31.2% | +9.5% | +21.8% | +28.2% |
| 1Y | +47.6% | +15.8% | +31.8% | +42.1% |
| 3Y | +6.6% | +157.0% | -150.4% | -11.1% |
| All | +6.6% | +156.3% | -149.7% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling