+147.4%
RTX vs BBWI
-67.6%
+215.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +4.8% | +0.1% | +4.6% | +4.8% |
| 30D | +6.5% | +12.9% | -6.4% | +5.3% |
| 3M | -9.6% | +16.0% | -25.6% | -11.0% |
| 6M | +12.3% | +16.6% | -4.3% | +10.2% |
| YTD | +9.5% | +9.7% | -0.3% | +7.5% |
| 1Y | +15.8% | +1.5% | +14.4% | +14.1% |
| 3Y | +157.0% | -21.4% | +178.4% | +151.3% |
| All | +147.4% | -67.6% | +215.1% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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