+30.8%
RTX vs ROP
-23.1%
+53.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | -3.1% | -5.4% | +2.3% | -2.9% |
| 30D | -10.6% | -1.6% | -8.9% | -10.5% |
| 3M | +11.6% | +18.8% | -7.2% | +11.1% |
| 6M | -4.5% | +8.2% | -12.7% | -5.4% |
| YTD | +9.6% | -10.5% | +20.1% | +10.0% |
| 1Y | +30.8% | -23.7% | +54.6% | +37.9% |
| All | +30.8% | -23.1% | +53.9% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling