+275.2%
RTX vs ROL
+203.4%
+71.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.3% |
| 7D | -3.1% | -3.4% | +0.3% | -2.2% |
| 30D | -10.6% | -6.9% | -3.6% | -8.9% |
| 3M | +11.6% | -24.6% | +36.3% | +19.8% |
| 6M | -4.5% | -39.5% | +35.0% | +9.0% |
| YTD | +9.6% | -41.1% | +50.7% | +25.5% |
| 1Y | +30.8% | -37.9% | +68.8% | +47.2% |
| 3Y | +152.8% | +0.8% | +152.0% | +141.3% |
| 5Y | +167.1% | -4.7% | +171.8% | +154.1% |
| 10Y | +275.2% | +207.9% | +67.3% | +142.8% |
| All | +275.2% | +203.4% | +71.8% | +142.8% |
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