+10,266.7%
RTX vs ROL
+9,030.3%
+1,236.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -5.2% | -1.4% | -3.7% | -4.7% |
| 30D | -9.4% | -4.1% | -5.3% | -8.3% |
| 3M | +12.3% | -22.5% | +34.8% | +20.5% |
| 6M | -3.1% | -37.7% | +34.5% | +11.0% |
| YTD | +10.7% | -39.6% | +50.2% | +27.6% |
| 1Y | +28.4% | -36.0% | +64.4% | +45.0% |
| 3Y | +147.1% | -5.1% | +152.2% | +143.1% |
| 5Y | +167.2% | -3.4% | +170.6% | +157.0% |
| 10Y | +274.7% | +215.2% | +59.5% | +138.7% |
| All | +10,266.7% | +9,030.3% | +1,236.4% | +2,429.7% |
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