+251.7%
BAC vs RTX
+287.5%
-35.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +0.3% |
| 7D | +2.0% | -3.2% | +5.2% | +3.8% |
| 30D | -6.9% | +5.6% | -12.5% | -10.1% |
| 3M | -19.6% | -11.7% | -7.9% | -14.0% |
| 6M | -0.5% | +12.3% | -12.8% | -8.0% |
| YTD | -6.6% | +8.2% | -14.8% | -12.7% |
| 1Y | -3.0% | +12.6% | -15.5% | -11.6% |
| 3Y | +97.3% | +152.8% | -55.5% | +4.4% |
| 5Y | +21.9% | +140.2% | -118.3% | -35.3% |
| 10Y | +251.7% | +273.8% | -22.1% | +47.2% |
| All | +251.7% | +287.5% | -35.9% | +47.2% |
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