+209.9%
ON vs RTX
+1,680.5%
-1,470.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | +2.4% | -5.2% | +7.6% | +6.3% |
| 30D | -3.3% | -9.4% | +6.1% | +3.6% |
| 3M | -43.6% | +12.3% | -55.9% | -49.2% |
| 6M | +19.0% | -3.1% | +22.1% | +18.2% |
| YTD | +37.4% | +10.7% | +26.7% | +22.8% |
| 1Y | +54.8% | +28.4% | +26.3% | +22.9% |
| 3Y | -25.2% | +147.1% | -172.2% | -65.4% |
| 5Y | +62.7% | +167.2% | -104.5% | -30.5% |
| 10Y | +574.3% | +274.7% | +299.6% | +119.5% |
| All | +209.9% | +1,680.5% | -1,470.5% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling