+156.7%
RTX vs SO
+50.9%
+105.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +3.4% | -0.9% | +4.3% | +3.6% |
| 30D | +8.4% | +4.9% | +3.4% | +7.2% |
| 3M | -10.7% | +0.8% | -11.4% | -10.8% |
| 6M | +11.7% | +0.6% | +11.1% | +11.5% |
| YTD | +9.3% | +8.7% | +0.7% | +7.2% |
| 1Y | +13.3% | +4.0% | +9.3% | +12.1% |
| All | +156.7% | +50.9% | +105.8% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling