+157.0%
RTX vs ROP
-5.1%
+162.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +4.8% | +0.7% | +4.1% | +4.6% |
| 30D | +6.5% | +28.8% | -22.3% | +1.9% |
| 3M | -9.6% | +21.1% | -30.7% | -12.7% |
| 6M | +12.3% | +52.5% | -40.2% | +4.1% |
| YTD | +9.5% | +8.9% | +0.6% | +9.0% |
| 1Y | +15.8% | +8.2% | +7.6% | +15.5% |
| 3Y | +157.0% | -5.2% | +162.2% | +172.3% |
| All | +157.0% | -5.1% | +162.1% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling