+273.8%
RTX vs ROL
+222.1%
+51.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.0% |
| 7D | -3.2% | +7.5% | -10.7% | -5.1% |
| 30D | +5.6% | +21.1% | -15.6% | +0.2% |
| 3M | -11.7% | +3.1% | -14.8% | -12.7% |
| 6M | +12.3% | -27.4% | +39.8% | +21.8% |
| YTD | +8.2% | -34.7% | +42.9% | +20.4% |
| 1Y | +12.6% | -32.9% | +45.5% | +24.1% |
| 3Y | +152.8% | +6.1% | +146.7% | +138.4% |
| 5Y | +140.2% | +16.3% | +123.9% | +115.8% |
| 10Y | +273.8% | +214.9% | +58.9% | +144.0% |
| All | +273.8% | +222.1% | +51.7% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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