+58.5%
ON vs RTX
+167.2%
-108.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.1% |
| 7D | -2.2% | -3.1% | +0.9% | -1.1% |
| 30D | -12.4% | -10.6% | -1.9% | -9.0% |
| 3M | -41.2% | +11.6% | -52.9% | -44.2% |
| 6M | +25.0% | -4.5% | +29.5% | +26.4% |
| YTD | +31.3% | +9.6% | +21.7% | +24.2% |
| 1Y | +45.4% | +30.8% | +14.6% | +25.9% |
| 3Y | -27.4% | +152.8% | -180.2% | -57.3% |
| 5Y | +58.5% | +167.1% | -108.6% | -10.9% |
| All | +58.5% | +167.2% | -108.7% | -10.9% |
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