+267.0%
RTX vs B
+218.7%
+48.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -1.2% |
| 7D | +3.4% | -6.2% | +9.6% | +3.8% |
| 30D | +8.4% | -6.6% | +15.0% | +8.8% |
| 3M | -10.7% | -7.9% | -2.8% | -10.3% |
| 6M | +11.7% | -16.8% | +28.5% | +12.7% |
| YTD | +9.3% | -11.7% | +21.0% | +9.5% |
| 1Y | +13.3% | +3.5% | +9.8% | +12.2% |
| 3Y | +156.1% | +165.7% | -9.6% | +135.1% |
| 5Y | +148.5% | +108.4% | +40.1% | +129.9% |
| All | +267.0% | +218.7% | +48.3% | +228.1% |
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