+167.1%
RTX vs O
+14.8%
+152.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -10.6% | -2.0% | -8.6% | -10.0% |
| 3M | +11.6% | +3.0% | +8.6% | +10.1% |
| 6M | -4.5% | -3.6% | -0.9% | -3.4% |
| YTD | +9.6% | +12.1% | -2.5% | +4.8% |
| 1Y | +30.8% | +8.9% | +21.9% | +26.3% |
| 3Y | +152.8% | +30.3% | +122.5% | +124.6% |
| 5Y | +167.1% | +13.7% | +153.4% | +152.7% |
| All | +167.1% | +14.8% | +152.3% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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