+279.2%
RTX vs OMC
+34.2%
+245.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | -1.5% | -4.4% | +2.8% | +0.2% |
| 30D | -11.0% | -7.6% | -3.4% | -8.3% |
| 3M | +7.7% | +4.5% | +3.1% | +5.0% |
| 6M | -3.9% | -0.3% | -3.7% | -4.7% |
| YTD | +9.0% | -0.1% | +9.1% | +6.6% |
| 1Y | +27.3% | +4.6% | +22.6% | +21.3% |
| 3Y | +172.9% | +10.5% | +162.4% | +142.9% |
| 5Y | +165.2% | +31.7% | +133.5% | +103.3% |
| All | +279.2% | +34.2% | +245.0% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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