+283.9%
RTX vs BB
+2.1%
+281.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | -11.6% | -12.2% | +0.7% | -10.7% |
| 3M | +9.2% | -12.3% | +21.5% | +9.6% |
| 6M | -4.4% | +122.7% | -127.1% | -12.0% |
| YTD | +8.9% | +104.5% | -95.6% | +0.9% |
| 1Y | +32.1% | +106.7% | -74.6% | +21.9% |
| 3Y | +151.2% | +70.0% | +81.3% | +128.9% |
| 5Y | +162.9% | -27.8% | +190.7% | +154.7% |
| 10Y | +283.9% | +2.4% | +281.6% | +188.0% |
| All | +283.9% | +2.1% | +281.8% | +188.0% |
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