+268.6%
RTX vs BAX
-34.5%
+303.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.7% | +3.6% | -5.4% | -2.5% |
| 30D | +7.7% | +8.5% | -0.8% | +5.6% |
| 3M | -10.3% | -4.9% | -5.5% | -9.7% |
| 6M | +14.6% | +47.0% | -32.4% | +4.1% |
| YTD | +10.4% | +38.4% | -28.1% | +0.2% |
| 1Y | +13.5% | +49.1% | -35.6% | +0.9% |
| 3Y | +158.6% | -14.9% | +173.5% | +154.7% |
| 5Y | +147.3% | -63.1% | +210.4% | +224.4% |
| 10Y | +268.6% | -35.6% | +304.2% | +319.6% |
| All | +268.6% | -34.5% | +303.1% | +319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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