+152.8%
RTX vs ROST
+97.5%
+55.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -10.6% | -10.2% | -0.4% | -9.5% |
| 3M | +11.6% | +1.0% | +10.6% | +11.3% |
| 6M | -4.5% | +8.7% | -13.2% | -5.8% |
| YTD | +9.6% | +27.8% | -18.2% | +6.0% |
| 1Y | +30.8% | +52.7% | -21.8% | +23.7% |
| 3Y | +152.8% | +97.5% | +55.4% | +121.7% |
| All | +152.8% | +97.5% | +55.4% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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