+279.2%
RTX vs BG
+166.7%
+112.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -1.5% | +3.1% | -4.7% | -2.5% |
| 30D | -11.0% | +10.2% | -21.2% | -13.8% |
| 3M | +7.7% | -1.7% | +9.3% | +7.5% |
| 6M | -3.9% | +1.0% | -4.9% | -5.4% |
| YTD | +9.0% | +39.9% | -31.0% | -3.8% |
| 1Y | +27.3% | +53.2% | -26.0% | +8.0% |
| 3Y | +172.9% | +16.3% | +156.6% | +149.7% |
| 5Y | +165.2% | +83.9% | +81.3% | +94.2% |
| All | +279.2% | +166.7% | +112.5% | +111.4% |
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