+10,266.7%
RTX vs SO
+5,976.4%
+4,290.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | +12.3% | -3.0% | +15.3% | +13.5% |
| 6M | -3.1% | -8.3% | +5.1% | -0.1% |
| YTD | +10.7% | +3.5% | +7.1% | +8.8% |
| 1Y | +28.4% | -0.9% | +29.3% | +28.2% |
| 3Y | +147.1% | +45.4% | +101.7% | +109.7% |
| 5Y | +167.2% | +59.6% | +107.6% | +116.5% |
| 10Y | +274.7% | +156.6% | +118.1% | +151.4% |
| All | +10,266.7% | +5,976.4% | +4,290.3% | +2,669.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling