+163.1%
RTX vs OSCR
+96.8%
+66.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.5% | +1.6% | -3.2% | -1.6% |
| 30D | -11.0% | +10.7% | -21.6% | -11.4% |
| 3M | +7.7% | +13.4% | -5.7% | +6.8% |
| 6M | -3.9% | +144.6% | -148.5% | -8.3% |
| YTD | +9.0% | +128.0% | -119.1% | +4.2% |
| 1Y | +27.3% | +68.7% | -41.4% | +22.8% |
| 3Y | +172.9% | +398.8% | -225.9% | +141.8% |
| All | +163.1% | +96.8% | +66.3% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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