+169.3%
RTX vs B
+153.8%
+15.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -5.2% | -1.6% | -3.6% | -5.0% |
| 30D | -9.4% | +9.4% | -18.8% | -10.4% |
| 3M | +12.3% | +5.0% | +7.3% | +11.3% |
| 6M | -3.1% | -3.5% | +0.4% | -3.4% |
| YTD | +10.7% | +4.5% | +6.2% | +9.2% |
| 1Y | +28.4% | +67.8% | -39.4% | +20.2% |
| 3Y | +147.1% | +196.7% | -49.6% | +114.7% |
| All | +169.3% | +153.8% | +15.5% | +135.7% |
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