+163.7%
RTX vs BKR
+174.4%
-10.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +1.6% |
| 7D | -2.0% | -6.7% | +4.7% | -0.7% |
| 30D | -11.2% | -8.3% | -2.9% | -9.7% |
| 3M | +12.0% | -5.4% | +17.4% | +13.1% |
| 6M | -3.6% | +0.8% | -4.4% | -4.5% |
| YTD | +9.2% | +31.8% | -22.6% | +1.2% |
| 1Y | +29.7% | +28.6% | +1.1% | +20.7% |
| 3Y | +152.0% | +71.2% | +80.7% | +116.4% |
| All | +163.7% | +174.4% | -10.7% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling