+132.6%
RTX vs BP
+103.6%
+29.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -5.1% | -11.6% | +6.5% | -3.0% |
| 30D | +5.1% | 0.0% | +5.1% | +5.0% |
| 3M | -14.8% | +6.7% | -21.6% | -16.1% |
| 6M | +8.0% | +2.2% | +5.9% | +7.0% |
| YTD | +4.5% | +33.0% | -28.5% | -3.4% |
| 1Y | +9.8% | +30.7% | -20.9% | +1.9% |
| 3Y | +144.2% | +44.2% | +100.0% | +118.4% |
| All | +132.6% | +103.6% | +29.0% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling