+280.0%
RTX vs BBY
+242.2%
+37.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -11.2% | +5.8% | -17.0% | -12.5% |
| 3M | +12.0% | +18.0% | -6.0% | +7.2% |
| 6M | -3.6% | +39.8% | -43.4% | -12.0% |
| YTD | +9.2% | +35.4% | -26.2% | 0.0% |
| 1Y | +29.7% | +21.4% | +8.3% | +21.6% |
| 3Y | +152.0% | +39.5% | +112.4% | +117.3% |
| 5Y | +165.8% | -0.5% | +166.2% | +144.3% |
| All | +280.0% | +242.2% | +37.9% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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