+172.7%
RTX vs BG
+19.0%
+153.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -11.6% | +10.3% | -21.9% | -12.1% |
| 3M | +9.2% | -1.9% | +11.1% | +9.2% |
| 6M | -4.4% | +5.2% | -9.7% | -5.1% |
| YTD | +8.9% | +41.2% | -32.3% | +5.1% |
| 1Y | +32.1% | +50.5% | -18.4% | +26.3% |
| All | +172.7% | +19.0% | +153.7% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling