+10,266.7%
RTX vs COP
+4,537.2%
+5,729.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -5.2% | +3.0% | -8.2% | -6.1% |
| 30D | -9.4% | +17.5% | -26.9% | -14.2% |
| 3M | +12.3% | +13.4% | -1.1% | +7.1% |
| 6M | -3.1% | +17.7% | -20.9% | -9.5% |
| YTD | +10.7% | +46.6% | -35.9% | -4.2% |
| 1Y | +28.4% | +44.6% | -16.2% | +11.3% |
| 3Y | +147.1% | +20.7% | +126.4% | +122.2% |
| 5Y | +167.2% | +185.0% | -17.8% | +72.9% |
| 10Y | +274.7% | +347.0% | -72.3% | +92.6% |
| All | +10,266.7% | +4,537.2% | +5,729.5% | +2,924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling