+132.6%
RTX vs BN
+29.3%
+103.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -5.1% | +5.3% | -10.5% | -6.5% |
| 30D | +5.1% | +11.9% | -6.8% | +2.1% |
| 3M | -14.8% | -5.7% | -9.1% | -13.7% |
| 6M | +8.0% | -10.6% | +18.7% | +10.7% |
| YTD | +4.5% | -9.4% | +13.8% | +6.2% |
| 1Y | +9.8% | -8.8% | +18.6% | +11.4% |
| 3Y | +144.2% | +95.6% | +48.6% | +100.2% |
| All | +132.6% | +29.3% | +103.3% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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