+275.2%
RTX vs SO
+156.9%
+118.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -3.1% | +1.0% | -4.1% | -3.6% |
| 30D | -10.6% | -3.2% | -7.4% | -9.2% |
| 3M | +11.6% | -1.7% | +13.4% | +12.3% |
| 6M | -4.5% | -7.2% | +2.7% | -1.5% |
| YTD | +9.6% | +4.6% | +5.0% | +6.8% |
| 1Y | +30.8% | +1.2% | +29.6% | +29.2% |
| 3Y | +152.8% | +45.3% | +107.6% | +105.4% |
| 5Y | +167.1% | +58.7% | +108.4% | +103.7% |
| 10Y | +275.2% | +155.9% | +119.3% | +149.1% |
| All | +275.2% | +156.9% | +118.3% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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