+8,024.7%
RTX vs BWA
+2,496.1%
+5,528.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.1% |
| 7D | -5.1% | -5.5% | +0.3% | -3.4% |
| 30D | +5.1% | -21.7% | +26.9% | +13.7% |
| 3M | -14.8% | -25.6% | +10.8% | -6.7% |
| 6M | +8.0% | -17.4% | +25.5% | +13.1% |
| YTD | +4.5% | +9.2% | -4.7% | -2.2% |
| 1Y | +9.8% | +9.7% | +0.1% | +2.4% |
| 3Y | +144.2% | +54.6% | +89.6% | +95.7% |
| 5Y | +131.4% | +26.8% | +104.7% | +91.7% |
| 10Y | +273.3% | +89.0% | +184.3% | +156.1% |
| All | +8,024.7% | +2,496.1% | +5,528.6% | +2,093.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 all: compounded portfolio wealth divided by compounded BWA 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…
all analysis · Full analysis span regression · 6 months rolling