+167.1%
RTX vs OMC
+32.6%
+134.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | -3.1% | -5.8% | +2.7% | -1.9% |
| 30D | -10.6% | -4.8% | -5.7% | -9.7% |
| 3M | +11.6% | +9.2% | +2.4% | +9.3% |
| 6M | -4.5% | -2.5% | -2.0% | -4.4% |
| YTD | +9.6% | +2.6% | +7.0% | +8.2% |
| 1Y | +30.8% | +5.9% | +24.9% | +28.0% |
| 3Y | +152.8% | +14.2% | +138.6% | +136.5% |
| 5Y | +167.1% | +33.2% | +133.9% | +120.4% |
| All | +167.1% | +32.6% | +134.5% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling