+267.4%
RTX vs B
+216.6%
+50.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +4.8% | -7.3% | +12.1% | +5.3% |
| 30D | +6.5% | -3.3% | +9.8% | +6.6% |
| 3M | -9.6% | -7.8% | -1.9% | -9.3% |
| 6M | +12.3% | -15.5% | +27.9% | +13.2% |
| YTD | +9.5% | -12.3% | +21.7% | +9.7% |
| 1Y | +15.8% | +5.4% | +10.5% | +14.6% |
| 3Y | +157.0% | +165.5% | -8.5% | +135.9% |
| 5Y | +148.8% | +107.0% | +41.8% | +130.3% |
| All | +267.4% | +216.6% | +50.8% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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