+144.2%
RTX vs COMP
+353.8%
-209.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.7% | -12.0% | -1.6% |
| 7D | -5.1% | +13.4% | -18.6% | -5.6% |
| 30D | +5.1% | +11.1% | -6.0% | +4.7% |
| 3M | -14.8% | -18.8% | +4.0% | -14.3% |
| 6M | +8.0% | +10.5% | -2.5% | +7.4% |
| YTD | +4.5% | -3.4% | +7.9% | +3.6% |
| 1Y | +9.8% | +19.7% | -9.8% | +8.2% |
| 3Y | +144.2% | +381.6% | -237.4% | +128.1% |
| All | +144.2% | +353.8% | -209.6% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling