+30.8%
RTX vs ROL
-37.3%
+68.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -1.0% |
| 7D | -3.1% | -3.4% | +0.3% | -3.1% |
| 30D | -10.6% | -6.9% | -3.6% | -10.6% |
| 3M | +11.6% | -24.6% | +36.3% | +12.0% |
| 6M | -4.5% | -39.5% | +35.0% | -2.0% |
| YTD | +9.6% | -41.1% | +50.7% | +11.3% |
| 1Y | +30.8% | -37.9% | +68.8% | +32.5% |
| All | +30.8% | -37.3% | +68.1% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling