+148.5%
RTX vs ROIV
+413.4%
-264.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -1.2% |
| 7D | +3.4% | +9.2% | -5.8% | +2.9% |
| 30D | +8.4% | +19.9% | -11.5% | +7.2% |
| 3M | -10.7% | +10.6% | -21.2% | -11.3% |
| 6M | +11.7% | +36.1% | -24.4% | +9.4% |
| YTD | +9.3% | +84.3% | -75.0% | +5.0% |
| 1Y | +13.3% | +87.6% | -74.3% | +8.7% |
| 3Y | +156.1% | +353.9% | -197.8% | +133.4% |
| 5Y | +148.5% | +376.1% | -227.5% | +112.0% |
| All | +148.5% | +413.4% | -264.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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