+10,099.4%
RTX vs BKR
+572.8%
+9,526.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -11.6% | -0.7% | -10.9% | -11.4% |
| 3M | +9.2% | +0.5% | +8.7% | +8.7% |
| 6M | -4.4% | +6.6% | -11.1% | -6.7% |
| YTD | +8.9% | +41.3% | -32.4% | -0.9% |
| 1Y | +32.1% | +42.2% | -10.1% | +19.8% |
| 3Y | +151.2% | +83.4% | +67.8% | +110.7% |
| 5Y | +162.9% | +203.6% | -40.7% | +90.0% |
| 10Y | +283.9% | +139.9% | +144.0% | +172.7% |
| All | +10,099.4% | +572.8% | +9,526.6% | +4,792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling