+132.6%
RTX vs SO
+75.0%
+57.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.9% |
| 7D | -5.1% | -1.5% | -3.7% | -4.7% |
| 30D | +5.1% | +8.1% | -2.9% | +2.6% |
| 3M | -14.8% | +0.2% | -15.0% | -14.9% |
| 6M | +8.0% | +0.4% | +7.7% | +7.7% |
| YTD | +4.5% | +8.5% | -4.0% | +1.4% |
| 1Y | +9.8% | +4.9% | +4.9% | +7.8% |
| 3Y | +144.2% | +47.9% | +96.3% | +108.9% |
| All | +132.6% | +75.0% | +57.6% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling