+198.4%
RTX vs OSCR
-8.3%
+206.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.1% |
| 7D | -3.1% | +10.7% | -13.8% | -3.6% |
| 30D | -10.6% | +18.3% | -28.9% | -11.3% |
| 3M | +11.6% | +20.5% | -8.9% | +10.5% |
| 6M | -4.5% | +138.5% | -143.0% | -8.6% |
| YTD | +9.6% | +129.7% | -120.1% | +4.9% |
| 1Y | +30.8% | +62.8% | -31.9% | +26.5% |
| 3Y | +152.8% | +411.8% | -259.0% | +124.8% |
| 5Y | +167.1% | +99.9% | +67.2% | +140.9% |
| All | +198.4% | -8.3% | +206.7% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling