+268.6%
RTX vs BB
+28.9%
+239.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -1.7% | +11.6% | -13.3% | -2.6% |
| 30D | +7.7% | +2.6% | +5.1% | +7.2% |
| 3M | -10.3% | +3.5% | -13.9% | -11.0% |
| 6M | +14.6% | +43.5% | -28.9% | +9.6% |
| YTD | +10.4% | +141.2% | -130.8% | +0.6% |
| 1Y | +13.5% | +97.4% | -83.9% | +5.1% |
| 3Y | +158.6% | +151.1% | +7.5% | +127.6% |
| 5Y | +147.3% | -12.8% | +160.0% | +135.6% |
| 10Y | +268.6% | +27.5% | +241.2% | +178.0% |
| All | +268.6% | +28.9% | +239.7% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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