+268.6%
RTX vs BP
+124.7%
+143.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.7% | -6.3% | +4.6% | +0.8% |
| 30D | +7.7% | -3.6% | +11.3% | +9.0% |
| 3M | -10.3% | +5.2% | -15.6% | -12.7% |
| 6M | +14.6% | +5.3% | +9.3% | +10.6% |
| YTD | +10.4% | +33.1% | -22.7% | -4.6% |
| 1Y | +13.5% | +26.3% | -12.8% | +0.2% |
| 3Y | +158.6% | +47.5% | +111.1% | +107.4% |
| 5Y | +147.3% | +106.2% | +41.1% | +59.9% |
| 10Y | +268.6% | +127.0% | +141.7% | +130.0% |
| All | +268.6% | +124.7% | +143.9% | +130.0% |
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