+205.6%
RTX vs ROIV
+232.7%
-27.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -5.2% | +0.6% | -5.8% | -5.2% |
| 30D | -9.4% | +1.0% | -10.3% | -9.4% |
| 3M | +12.3% | +18.3% | -6.0% | +11.3% |
| 6M | -3.1% | +18.3% | -21.5% | -4.1% |
| YTD | +10.7% | +61.0% | -50.3% | +7.8% |
| 1Y | +28.4% | +177.9% | -149.5% | +21.8% |
| 3Y | +147.1% | +199.1% | -52.0% | +132.2% |
| 5Y | +167.2% | +250.7% | -83.5% | +144.1% |
| All | +205.6% | +232.7% | -27.0% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling