+163.1%
RTX vs BRO
+17.6%
+145.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.5% | -7.3% | +5.8% | +0.6% |
| 30D | -11.0% | -6.9% | -4.1% | -9.2% |
| 3M | +7.7% | +10.7% | -3.0% | +3.8% |
| 6M | -3.9% | -2.7% | -1.2% | -3.9% |
| YTD | +9.0% | -16.3% | +25.3% | +14.0% |
| 1Y | +27.3% | -29.1% | +56.3% | +40.8% |
| 3Y | +172.9% | -7.8% | +180.7% | +167.9% |
| All | +163.1% | +17.6% | +145.5% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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