+267.4%
RTX vs ROK
+264.0%
+3.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +4.8% | +7.1% | -2.3% | +2.0% |
| 30D | +6.5% | -5.0% | +11.4% | +8.1% |
| 3M | -9.6% | -9.4% | -0.2% | -6.7% |
| 6M | +12.3% | -11.0% | +23.3% | +15.7% |
| YTD | +9.5% | +4.4% | +5.0% | +4.4% |
| 1Y | +15.8% | +7.4% | +8.4% | +9.1% |
| 3Y | +157.0% | +61.0% | +96.0% | +90.5% |
| 5Y | +148.8% | +30.4% | +118.4% | +98.2% |
| All | +267.4% | +264.0% | +3.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling