+273.8%
RTX vs COP
+319.0%
-45.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.0% |
| 7D | -3.2% | -8.4% | +5.2% | -0.3% |
| 30D | +5.6% | +0.3% | +5.3% | +5.2% |
| 3M | -11.7% | +15.1% | -26.8% | -16.4% |
| 6M | +12.3% | +19.8% | -7.4% | +4.1% |
| YTD | +8.2% | +46.8% | -38.6% | -8.0% |
| 1Y | +12.6% | +59.7% | -47.2% | -7.5% |
| 3Y | +152.8% | +28.7% | +124.1% | +119.3% |
| 5Y | +140.2% | +110.7% | +29.5% | +62.4% |
| 10Y | +273.8% | +298.3% | -24.5% | +89.1% |
| All | +273.8% | +319.0% | -45.2% | +89.1% |
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