+15.8%
RTX vs COO
-12.3%
+28.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | +6.5% | +14.2% | -7.7% | +4.5% |
| 3M | -9.6% | -18.2% | +8.6% | -6.6% |
| 6M | +12.3% | +5.3% | +7.0% | +10.4% |
| YTD | +9.5% | -23.6% | +33.0% | +10.7% |
| 1Y | +15.8% | -12.7% | +28.5% | +17.3% |
| All | +15.8% | -12.3% | +28.1% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling