+132.6%
RTX vs COO
-41.6%
+174.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -5.1% | +4.7% | -9.9% | -6.0% |
| 30D | +5.1% | +13.9% | -8.8% | +2.5% |
| 3M | -14.8% | -14.9% | +0.1% | -12.5% |
| 6M | +8.0% | +2.0% | +6.0% | +6.8% |
| YTD | +4.5% | -23.9% | +28.4% | +9.2% |
| 1Y | +9.8% | -9.6% | +19.5% | +10.9% |
| 3Y | +144.2% | -25.4% | +169.6% | +150.0% |
| All | +132.6% | -41.6% | +174.2% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling