+188.5%
RTX vs ROIV
+270.3%
-81.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.5% |
| 7D | -5.1% | +5.3% | -10.5% | -5.4% |
| 30D | +5.1% | +11.9% | -6.7% | +4.5% |
| 3M | -14.8% | +10.7% | -25.5% | -15.4% |
| 6M | +8.0% | +34.9% | -26.9% | +6.1% |
| YTD | +4.5% | +79.2% | -74.7% | +1.0% |
| 1Y | +9.8% | +89.0% | -79.2% | +5.9% |
| 3Y | +144.2% | +337.3% | -193.2% | +126.0% |
| 5Y | +131.4% | +402.3% | -270.9% | +105.9% |
| All | +188.5% | +270.3% | -81.8% | +163.2% |
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