+152.8%
RTX vs ROK
+48.7%
+104.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -3.1% | +2.8% | -5.9% | -3.5% |
| 30D | -10.6% | -2.4% | -8.2% | -10.3% |
| 3M | +11.6% | -4.7% | +16.3% | +12.0% |
| 6M | -4.5% | +16.8% | -21.3% | -7.2% |
| YTD | +9.6% | +11.4% | -1.8% | +7.0% |
| 1Y | +30.8% | +26.2% | +4.7% | +25.5% |
| 3Y | +152.8% | +51.9% | +101.0% | +132.5% |
| All | +152.8% | +48.7% | +104.2% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling