+278.5%
RTX vs COO
+48.2%
+230.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -5.2% | -2.2% | -2.9% | -4.4% |
| 30D | -9.4% | -7.0% | -2.4% | -7.1% |
| 3M | +12.3% | +12.2% | +0.1% | +7.3% |
| 6M | -3.1% | -15.1% | +12.0% | +2.0% |
| YTD | +10.7% | -15.1% | +25.8% | +16.4% |
| 1Y | +28.4% | +2.3% | +26.1% | +25.6% |
| 3Y | +147.1% | -23.7% | +170.7% | +158.9% |
| 5Y | +167.2% | -38.9% | +206.2% | +204.8% |
| All | +278.5% | +48.2% | +230.3% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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