+32.1%
RTX vs BAX
+1.4%
+30.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -1.6% | -5.1% | +3.5% | -1.4% |
| 30D | -11.6% | -12.2% | +0.6% | -11.2% |
| 3M | +9.2% | +21.8% | -12.6% | +8.4% |
| 6M | -4.4% | +36.3% | -40.7% | -5.7% |
| YTD | +8.9% | +27.8% | -18.9% | +6.7% |
| 1Y | +32.1% | -0.1% | +32.2% | +31.4% |
| All | +32.1% | +1.4% | +30.7% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling