+160.8%
RTX vs BROS
+41.2%
+119.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | -10.6% | -13.5% | +2.9% | -9.9% |
| 3M | +11.6% | -18.4% | +30.1% | +12.6% |
| 6M | -4.5% | -10.6% | +6.1% | -4.4% |
| YTD | +9.6% | -25.1% | +34.6% | +10.7% |
| 1Y | +30.8% | -28.6% | +59.5% | +32.3% |
| 3Y | +152.8% | +65.6% | +87.3% | +138.1% |
| All | +160.8% | +41.2% | +119.6% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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