+200.0%
BX vs RKT
-12.9%
+212.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -5.6% | -6.3% | +0.6% | -4.3% |
| 30D | -12.2% | -6.2% | -6.0% | -11.1% |
| 3M | +7.4% | -1.9% | +9.3% | +7.2% |
| 6M | +22.2% | -13.0% | +35.2% | +24.2% |
| YTD | -14.0% | -31.9% | +17.9% | -8.9% |
| 1Y | -27.3% | -37.6% | +10.3% | -22.1% |
| 3Y | +24.5% | +36.8% | -12.3% | +8.7% |
| 5Y | +18.9% | -9.7% | +28.6% | +2.6% |
| All | +200.0% | -12.9% | +212.9% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling