+9,640.4%
RTX vs ROP
+29,959.8%
-20,319.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.4% |
| 7D | -5.1% | +2.1% | -7.3% | -5.8% |
| 30D | +5.1% | +32.9% | -27.8% | -3.1% |
| 3M | -14.8% | +20.3% | -35.2% | -19.4% |
| 6M | +8.0% | +36.8% | -28.7% | -1.8% |
| YTD | +4.5% | +8.1% | -3.6% | +0.7% |
| 1Y | +9.8% | +8.3% | +1.6% | +5.8% |
| 3Y | +144.2% | -3.2% | +147.4% | +141.1% |
| 5Y | +131.4% | +1.7% | +129.7% | +124.0% |
| 10Y | +273.3% | +199.2% | +74.0% | +175.3% |
| All | +9,640.4% | +29,959.8% | -20,319.4% | +4,139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling