+87.4%
BAC vs RTX
+143.3%
-55.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.2% | -5.1% | +4.0% | 0.0% |
| 30D | -7.7% | +5.1% | -12.8% | -8.9% |
| 3M | -21.2% | -14.8% | -6.3% | -18.2% |
| 6M | -6.8% | +8.0% | -14.9% | -8.8% |
| YTD | -8.7% | +4.5% | -13.2% | -10.4% |
| 1Y | -5.3% | +9.8% | -15.1% | -8.3% |
| 3Y | +87.4% | +144.2% | -56.7% | +54.5% |
| All | +87.4% | +143.3% | -55.9% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling