+273.8%
RTX vs COO
+40.7%
+233.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.7% |
| 7D | -3.2% | +4.3% | -7.5% | -4.6% |
| 30D | +5.6% | +17.6% | -12.0% | -0.2% |
| 3M | -11.7% | -13.9% | +2.2% | -7.8% |
| 6M | +12.3% | +6.6% | +5.8% | +8.3% |
| YTD | +8.2% | -22.0% | +30.2% | +16.2% |
| 1Y | +12.6% | -8.8% | +21.4% | +13.9% |
| 3Y | +152.8% | -21.5% | +174.3% | +157.8% |
| 5Y | +140.2% | -41.0% | +181.2% | +173.0% |
| 10Y | +273.8% | +40.9% | +232.9% | +213.1% |
| All | +273.8% | +40.7% | +233.1% | +213.1% |
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