+189.5%
RTX vs COMP
-52.0%
+241.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +6.5% | +16.6% | -10.1% | +5.7% |
| 3M | -9.6% | -23.5% | +13.9% | -8.8% |
| 6M | +12.3% | +25.7% | -13.4% | +10.9% |
| YTD | +9.5% | -3.4% | +12.9% | +8.6% |
| 1Y | +15.8% | +7.6% | +8.3% | +14.5% |
| 3Y | +157.0% | +423.6% | -266.6% | +133.9% |
| 5Y | +148.8% | -10.6% | +159.4% | +140.8% |
| All | +189.5% | -52.0% | +241.5% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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