+273.8%
RTX vs ROP
+189.6%
+84.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.1% |
| 7D | -3.2% | -1.6% | -1.5% | -2.5% |
| 30D | +5.6% | +29.5% | -24.0% | -7.8% |
| 3M | -11.7% | +17.5% | -29.2% | -19.3% |
| 6M | +12.3% | +38.1% | -25.7% | -6.4% |
| YTD | +8.2% | +7.0% | +1.2% | +2.3% |
| 1Y | +12.6% | +6.5% | +6.1% | +6.6% |
| 3Y | +152.8% | -5.5% | +158.3% | +150.3% |
| 5Y | +140.2% | -0.4% | +140.6% | +125.2% |
| 10Y | +273.8% | +183.6% | +90.2% | +97.2% |
| All | +273.8% | +189.6% | +84.2% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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