+273.8%
RTX vs BP
+132.1%
+141.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.4% | +3.5% |
| 7D | -3.2% | -6.9% | +3.7% | -0.5% |
| 30D | +5.6% | -3.6% | +9.1% | +6.8% |
| 3M | -11.7% | +8.4% | -20.1% | -15.0% |
| 6M | +12.3% | +5.3% | +7.0% | +8.4% |
| YTD | +8.2% | +33.2% | -25.0% | -6.5% |
| 1Y | +12.6% | +28.2% | -15.6% | -1.3% |
| 3Y | +152.8% | +49.2% | +103.6% | +101.6% |
| 5Y | +140.2% | +102.9% | +37.3% | +56.7% |
| 10Y | +273.8% | +127.7% | +146.1% | +133.0% |
| All | +273.8% | +132.1% | +141.6% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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