+169.3%
RTX vs COP
+186.8%
-17.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -5.2% | +3.0% | -8.2% | -5.8% |
| 30D | -9.4% | +17.5% | -26.9% | -12.8% |
| 3M | +12.3% | +13.4% | -1.1% | +8.7% |
| 6M | -3.1% | +17.7% | -20.9% | -7.8% |
| YTD | +10.7% | +46.6% | -35.9% | -1.0% |
| 1Y | +28.4% | +44.6% | -16.2% | +15.0% |
| 3Y | +147.1% | +20.7% | +126.4% | +128.6% |
| All | +169.3% | +186.8% | -17.5% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling