+268.6%
RTX vs COO
+38.3%
+230.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -1.7% | +4.5% | -6.2% | -3.3% |
| 30D | +7.7% | +16.9% | -9.2% | +2.0% |
| 3M | -10.3% | -16.7% | +6.4% | -5.3% |
| 6M | +14.6% | +5.9% | +8.6% | +10.7% |
| YTD | +10.4% | -22.4% | +32.8% | +18.8% |
| 1Y | +13.5% | -10.1% | +23.6% | +15.5% |
| 3Y | +158.6% | -22.8% | +181.4% | +165.4% |
| 5Y | +147.3% | -41.4% | +188.7% | +181.7% |
| 10Y | +268.6% | +41.3% | +227.4% | +206.6% |
| All | +268.6% | +38.3% | +230.3% | +206.6% |
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