+267.0%
RTX vs BAX
-36.0%
+303.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +8.4% | +3.4% | +5.0% | +7.3% |
| 3M | -10.7% | -4.5% | -6.2% | -10.1% |
| 6M | +11.7% | +44.0% | -32.3% | +2.0% |
| YTD | +9.3% | +34.9% | -25.6% | -0.2% |
| 1Y | +13.3% | +37.9% | -24.6% | +2.7% |
| 3Y | +156.1% | -17.1% | +173.2% | +153.7% |
| 5Y | +148.5% | -64.3% | +212.8% | +229.0% |
| All | +267.0% | -36.0% | +303.0% | +318.6% |
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