+162.9%
RTX vs BTDR
+24.7%
+138.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.6% |
| 7D | -1.6% | +14.8% | -16.4% | -1.7% |
| 30D | -11.6% | +41.8% | -53.4% | -11.8% |
| 3M | +9.2% | -29.2% | +38.3% | +9.4% |
| 6M | -4.4% | +66.2% | -70.6% | -5.0% |
| YTD | +8.9% | +10.0% | -1.1% | +8.5% |
| 1Y | +32.1% | -11.0% | +43.1% | +31.4% |
| 3Y | +151.2% | +6.9% | +144.3% | +149.2% |
| 5Y | +162.9% | +24.7% | +138.2% | +156.5% |
| All | +162.9% | +24.7% | +138.2% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling