+283.9%
RTX vs BAX
-37.8%
+321.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -1.6% | -5.1% | +3.5% | -0.5% |
| 30D | -11.6% | -12.2% | +0.6% | -9.1% |
| 3M | +9.2% | +21.8% | -12.6% | +3.8% |
| 6M | -4.4% | +36.3% | -40.7% | -11.7% |
| YTD | +8.9% | +27.8% | -18.9% | +0.8% |
| 1Y | +32.1% | -0.1% | +32.2% | +29.5% |
| 3Y | +151.2% | -33.3% | +184.5% | +165.9% |
| 5Y | +162.9% | -67.1% | +230.0% | +256.7% |
| 10Y | +283.9% | -36.9% | +320.9% | +313.5% |
| All | +283.9% | -37.8% | +321.7% | +313.5% |
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