+280.0%
RTX vs BKR
+126.6%
+153.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +2.4% |
| 7D | -2.0% | -6.7% | +4.7% | +0.1% |
| 30D | -11.2% | -8.3% | -2.9% | -8.9% |
| 3M | +12.0% | -5.4% | +17.4% | +13.4% |
| 6M | -3.6% | +0.8% | -4.4% | -5.2% |
| YTD | +9.2% | +31.8% | -22.6% | -2.2% |
| 1Y | +29.7% | +28.6% | +1.1% | +16.7% |
| 3Y | +152.0% | +71.2% | +80.7% | +100.4% |
| 5Y | +165.8% | +179.2% | -13.5% | +68.3% |
| All | +280.0% | +126.6% | +153.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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