-22.1%
BA vs RTX
+131.1%
-153.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +1.1% | -5.1% | +6.2% | +4.1% |
| 30D | -7.9% | +5.1% | -13.1% | -10.7% |
| 3M | -25.3% | -14.8% | -10.5% | -18.2% |
| 6M | -24.6% | +8.0% | -32.6% | -28.4% |
| YTD | -20.1% | +4.5% | -24.6% | -23.1% |
| 1Y | -11.8% | +9.8% | -21.6% | -17.6% |
| 3Y | -10.1% | +144.2% | -154.3% | -50.0% |
| All | -22.1% | +131.1% | -153.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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