-3.4%
BAC vs RTX
+12.7%
-16.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.6% |
| 7D | +2.0% | -3.2% | +5.2% | +2.5% |
| 30D | -6.9% | +5.6% | -12.5% | -8.1% |
| 3M | -19.6% | -11.7% | -7.9% | -17.5% |
| 6M | -0.5% | +12.3% | -12.8% | -2.9% |
| YTD | -6.6% | +8.2% | -14.8% | -10.0% |
| All | -3.4% | +12.7% | -16.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling