+9,685.3%
RTX vs ROL
+9,562.4%
+122.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -5.1% | +9.5% | -14.6% | -7.8% |
| 30D | +5.1% | +22.9% | -17.8% | -1.4% |
| 3M | -14.8% | +3.5% | -18.4% | -16.1% |
| 6M | +8.0% | -29.4% | +37.4% | +18.8% |
| YTD | +4.5% | -36.1% | +40.5% | +17.9% |
| 1Y | +9.8% | -34.4% | +44.2% | +22.9% |
| 3Y | +144.2% | +4.0% | +140.2% | +133.4% |
| 5Y | +131.4% | +13.2% | +118.2% | +112.0% |
| 10Y | +273.3% | +219.7% | +53.6% | +136.3% |
| All | +9,685.3% | +9,562.4% | +122.9% | +2,238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling