+71.4%
BAC vs RTX
+168.2%
-96.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.1% | -5.2% | +6.2% | +3.0% |
| 30D | -0.4% | -9.4% | +9.0% | +3.2% |
| 3M | +16.9% | +12.3% | +4.6% | +11.6% |
| 6M | +26.6% | -3.1% | +29.7% | +27.5% |
| YTD | +15.8% | +10.7% | +5.1% | +10.3% |
| 1Y | +27.2% | +28.4% | -1.2% | +13.6% |
| 3Y | +132.4% | +147.1% | -14.7% | +52.1% |
| All | +71.4% | +168.2% | -96.7% | -0.6% |
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