+391.8%
BAC vs RTX
+275.7%
+116.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | +1.2% | -3.1% | +4.3% | +3.0% |
| 30D | -0.7% | -10.6% | +9.8% | +5.7% |
| 3M | +16.9% | +11.6% | +5.3% | +9.0% |
| 6M | +29.6% | -4.5% | +34.1% | +31.8% |
| YTD | +15.3% | +9.6% | +5.7% | +7.3% |
| 1Y | +28.8% | +30.8% | -2.0% | +7.0% |
| 3Y | +136.4% | +152.8% | -16.4% | +24.9% |
| 5Y | +72.9% | +167.1% | -94.2% | -14.4% |
| 10Y | +391.8% | +275.2% | +116.6% | +99.7% |
| All | +391.8% | +275.7% | +116.1% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling