+275.2%
RTX vs BP
+126.3%
+148.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.9% |
| 7D | -3.1% | +0.9% | -4.0% | -3.5% |
| 30D | -10.6% | +9.1% | -19.7% | -13.8% |
| 3M | +11.6% | +3.9% | +7.7% | +9.1% |
| 6M | -4.5% | +13.6% | -18.1% | -11.0% |
| YTD | +9.6% | +34.0% | -24.4% | -5.1% |
| 1Y | +30.8% | +39.2% | -8.3% | +11.1% |
| 3Y | +152.8% | +36.4% | +116.4% | +110.7% |
| 5Y | +167.1% | +135.8% | +31.3% | +61.3% |
| 10Y | +275.2% | +125.0% | +150.1% | +124.6% |
| All | +275.2% | +126.3% | +148.9% | +124.6% |
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