+132.6%
RTX vs B
+134.6%
-2.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -5.1% | +9.6% | -14.7% | -6.0% |
| 30D | +5.1% | +3.5% | +1.6% | +4.7% |
| 3M | -14.8% | -1.6% | -13.2% | -15.0% |
| 6M | +8.0% | -1.7% | +9.7% | +7.6% |
| YTD | +4.5% | -5.3% | +9.8% | +4.0% |
| 1Y | +9.8% | +27.2% | -17.4% | +6.3% |
| 3Y | +144.2% | +166.1% | -21.9% | +114.4% |
| All | +132.6% | +134.6% | -2.0% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling