+1,414.7%
RTX vs BG
+1,131.5%
+283.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -5.2% | +2.8% | -8.0% | -5.9% |
| 30D | -9.4% | +12.0% | -21.4% | -12.3% |
| 3M | +12.3% | -7.7% | +20.0% | +14.1% |
| 6M | -3.1% | +4.5% | -7.6% | -5.3% |
| YTD | +10.7% | +35.7% | -25.0% | +0.5% |
| 1Y | +28.4% | +50.1% | -21.7% | +12.6% |
| 3Y | +147.1% | +12.6% | +134.5% | +130.4% |
| 5Y | +167.2% | +75.4% | +91.8% | +114.8% |
| 10Y | +274.7% | +150.5% | +124.2% | +159.4% |
| All | +1,414.7% | +1,131.5% | +283.2% | +662.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling