+267.0%
RTX vs BP
+141.7%
+125.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | +3.4% | +2.5% | +0.9% | +2.4% |
| 30D | +8.4% | -5.6% | +14.0% | +10.6% |
| 3M | -10.7% | +8.0% | -18.7% | -13.9% |
| 6M | +11.7% | +5.7% | +6.1% | +7.8% |
| YTD | +9.3% | +36.8% | -27.5% | -6.5% |
| 1Y | +13.3% | +30.7% | -17.4% | -1.4% |
| 3Y | +156.1% | +51.6% | +104.5% | +103.1% |
| 5Y | +148.5% | +112.2% | +36.3% | +58.8% |
| All | +267.0% | +141.7% | +125.2% | +128.1% |
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