+169.3%
RTX vs BP
+128.1%
+41.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -5.2% | +3.9% | -9.1% | -5.9% |
| 30D | -9.4% | +7.6% | -17.0% | -10.8% |
| 3M | +12.3% | +0.7% | +11.6% | +11.8% |
| 6M | -3.1% | +15.5% | -18.6% | -7.1% |
| YTD | +10.7% | +30.8% | -20.2% | +2.8% |
| 1Y | +28.4% | +34.3% | -5.9% | +18.3% |
| 3Y | +147.1% | +35.1% | +112.0% | +124.6% |
| All | +169.3% | +128.1% | +41.2% | +94.7% |
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