+152.8%
RTX vs BTDR
+8.5%
+144.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.0% |
| 7D | -3.1% | +22.4% | -25.5% | -3.2% |
| 30D | -10.6% | +16.5% | -27.0% | -10.7% |
| 3M | +11.6% | -31.5% | +43.1% | +12.0% |
| 6M | -4.5% | +74.0% | -78.5% | -5.2% |
| YTD | +9.6% | +13.0% | -3.4% | +9.2% |
| 1Y | +30.8% | -0.2% | +31.1% | +30.0% |
| 3Y | +152.8% | +9.9% | +142.9% | +155.5% |
| All | +152.8% | +8.5% | +144.4% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling