+279.2%
RTX vs BR
+189.7%
+89.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.5% | -3.0% | +1.4% | -0.3% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | +7.7% | +17.3% | -9.6% | -0.4% |
| 6M | -3.9% | -6.7% | +2.8% | -2.0% |
| YTD | +9.0% | -23.4% | +32.4% | +21.1% |
| 1Y | +27.3% | -32.7% | +59.9% | +50.2% |
| 3Y | +172.9% | -5.9% | +178.8% | +168.1% |
| 5Y | +165.2% | +8.4% | +156.7% | +135.0% |
| All | +279.2% | +189.7% | +89.5% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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