+32.1%
RTX vs BP
+39.3%
-7.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.6% |
| 7D | -1.6% | +4.0% | -5.6% | -1.6% |
| 30D | -11.6% | +7.8% | -19.4% | -11.5% |
| 3M | +9.2% | +8.4% | +0.8% | +9.1% |
| 6M | -4.4% | +15.1% | -19.5% | -6.7% |
| YTD | +8.9% | +36.4% | -27.5% | +2.1% |
| 1Y | +32.1% | +40.9% | -8.8% | +22.0% |
| All | +32.1% | +39.3% | -7.2% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling