+9,685.3%
RTX vs COP
+4,606.6%
+5,078.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -5.1% | -11.5% | +6.4% | -1.4% |
| 30D | +5.1% | +5.0% | +0.2% | +3.3% |
| 3M | -14.8% | +17.5% | -32.3% | -19.6% |
| 6M | +8.0% | +16.2% | -8.2% | +1.6% |
| YTD | +4.5% | +48.8% | -44.3% | -10.3% |
| 1Y | +9.8% | +64.1% | -54.3% | -9.0% |
| 3Y | +144.2% | +25.7% | +118.5% | +116.3% |
| 5Y | +131.4% | +114.4% | +17.1% | +64.9% |
| 10Y | +273.3% | +331.7% | -58.4% | +94.0% |
| All | +9,685.3% | +4,606.6% | +5,078.7% | +2,731.0% |
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