+280.0%
RTX vs BG
+171.4%
+108.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -2.0% | +3.7% | -5.7% | -3.1% |
| 30D | -11.2% | +12.3% | -23.5% | -14.5% |
| 3M | +12.0% | -2.2% | +14.3% | +12.1% |
| 6M | -3.6% | +5.3% | -8.9% | -6.3% |
| YTD | +9.2% | +42.4% | -33.2% | -4.1% |
| 1Y | +29.7% | +55.2% | -25.5% | +9.7% |
| 3Y | +152.0% | +21.0% | +131.0% | +127.2% |
| 5Y | +165.8% | +87.1% | +78.6% | +93.6% |
| All | +280.0% | +171.4% | +108.6% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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