+9,685.3%
RTX vs BP
+1,351.0%
+8,334.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -5.1% | -11.6% | +6.5% | -0.8% |
| 30D | +5.1% | 0.0% | +5.1% | +4.9% |
| 3M | -14.8% | +6.7% | -21.6% | -17.3% |
| 6M | +8.0% | +2.2% | +5.9% | +5.8% |
| YTD | +4.5% | +33.0% | -28.5% | -8.3% |
| 1Y | +9.8% | +30.7% | -20.9% | -3.2% |
| 3Y | +144.2% | +44.2% | +100.0% | +102.4% |
| 5Y | +131.4% | +105.1% | +26.3% | +61.6% |
| 10Y | +273.3% | +133.5% | +139.7% | +137.1% |
| All | +9,685.3% | +1,351.0% | +8,334.4% | +3,534.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling