-3.1%
RTX vs SO
-8.0%
+4.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -9.4% | -4.6% | -4.8% | -7.9% |
| 3M | +12.3% | -3.0% | +15.3% | +13.0% |
| 6M | -3.1% | -8.3% | +5.1% | -2.1% |
| All | -3.1% | -8.0% | +4.9% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling