+267.0%
RTX vs COP
+335.3%
-68.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | +3.4% | +3.4% | 0.0% | +2.2% |
| 30D | +8.4% | -0.6% | +9.0% | +8.4% |
| 3M | -10.7% | +10.8% | -21.4% | -14.3% |
| 6M | +11.7% | +19.6% | -7.9% | +3.6% |
| YTD | +9.3% | +52.9% | -43.6% | -8.4% |
| 1Y | +13.3% | +62.2% | -48.9% | -7.4% |
| 3Y | +156.1% | +32.4% | +123.8% | +120.1% |
| 5Y | +148.5% | +129.7% | +18.8% | +62.4% |
| All | +267.0% | +335.3% | -68.3% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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