+147.4%
RTX vs COO
-40.4%
+187.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 3M | -9.6% | -18.2% | +8.6% | -6.4% |
| 6M | +12.3% | +5.3% | +7.0% | +10.4% |
| YTD | +9.5% | -23.6% | +33.0% | +14.3% |
| 1Y | +15.8% | -12.7% | +28.5% | +17.7% |
| 3Y | +157.0% | -24.2% | +181.2% | +162.0% |
| All | +147.4% | -40.4% | +187.8% | +170.0% |
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