+132.6%
RTX vs ROL
+13.1%
+119.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -5.1% | +9.5% | -14.6% | -6.9% |
| 30D | +5.1% | +22.9% | -17.8% | +0.6% |
| 3M | -14.8% | +3.5% | -18.4% | -15.6% |
| 6M | +8.0% | -29.4% | +37.4% | +16.4% |
| YTD | +4.5% | -36.1% | +40.5% | +14.8% |
| 1Y | +9.8% | -34.4% | +44.2% | +19.7% |
| 3Y | +144.2% | +4.0% | +140.2% | +128.8% |
| All | +132.6% | +13.1% | +119.5% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling