+9,806.7%
RTX vs B
+714.7%
+9,092.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.3% |
| 7D | -3.8% | +4.3% | -8.1% | -4.0% |
| 30D | +4.7% | -0.9% | +5.6% | +4.7% |
| 3M | -13.4% | -1.4% | -12.0% | -13.5% |
| 6M | +11.8% | +5.0% | +6.8% | +11.3% |
| YTD | +5.8% | -5.8% | +11.6% | +5.6% |
| 1Y | +11.9% | +25.6% | -13.7% | +10.2% |
| 3Y | +146.3% | +161.6% | -15.4% | +133.0% |
| 5Y | +134.3% | +135.2% | -0.9% | +121.8% |
| 10Y | +277.9% | +170.7% | +107.1% | +250.8% |
| All | +9,806.7% | +714.7% | +9,092.0% | +9,644.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling