+1,398.0%
RTX vs BG
+954.5%
+443.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | +4.8% | +2.6% | +2.2% | +4.1% |
| 30D | +6.5% | -6.7% | +13.2% | +8.3% |
| 3M | -9.6% | -9.3% | -0.4% | -7.7% |
| 6M | +12.3% | -18.3% | +30.7% | +17.3% |
| YTD | +9.5% | +16.2% | -6.7% | +3.3% |
| 1Y | +15.8% | +7.6% | +8.3% | +11.5% |
| 3Y | +157.0% | +6.6% | +150.4% | +142.3% |
| 5Y | +148.8% | +22.2% | +126.6% | +120.8% |
| 10Y | +264.0% | +112.0% | +152.0% | +163.2% |
| All | +1,398.0% | +954.5% | +443.5% | +683.3% |
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