+10,266.7%
RTX vs BAX
+900.4%
+9,366.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -5.2% | -1.1% | -4.0% | -4.9% |
| 30D | -9.4% | -5.5% | -3.9% | -8.1% |
| 3M | +12.3% | +33.5% | -21.3% | +3.0% |
| 6M | -3.1% | +35.9% | -39.0% | -12.0% |
| YTD | +10.7% | +35.4% | -24.7% | -0.5% |
| 1Y | +28.4% | +9.8% | +18.7% | +21.4% |
| 3Y | +147.1% | -32.7% | +179.8% | +159.4% |
| 5Y | +167.2% | -65.6% | +232.8% | +236.9% |
| 10Y | +274.7% | -34.9% | +309.6% | +284.6% |
| All | +10,266.7% | +900.4% | +9,366.3% | +4,497.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling