+934.0%
BE vs RTX
+184.2%
+749.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.2% |
| 7D | +9.7% | -2.0% | +11.7% | +11.4% |
| 30D | +22.4% | -11.2% | +33.6% | +34.2% |
| 3M | +10.4% | +12.0% | -1.7% | -2.4% |
| 6M | +67.9% | -3.6% | +71.4% | +68.3% |
| YTD | +197.5% | +9.2% | +188.3% | +166.0% |
| 1Y | +310.6% | +29.7% | +280.8% | +215.2% |
| 3Y | +1,657.2% | +152.0% | +1,505.3% | +615.4% |
| 5Y | +1,218.2% | +165.8% | +1,052.4% | +409.9% |
| All | +934.0% | +184.2% | +749.8% | +197.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling