+162.9%
RTX vs BX
+19.7%
+143.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | 0.0% |
| 7D | -1.6% | -5.7% | +4.1% | -0.6% |
| 30D | -11.6% | -8.9% | -2.7% | -10.1% |
| 3M | +9.2% | +8.4% | +0.8% | +7.3% |
| 6M | -4.4% | +18.9% | -23.3% | -7.9% |
| YTD | +8.9% | -13.6% | +22.5% | +10.9% |
| 1Y | +32.1% | -22.4% | +54.6% | +37.0% |
| 3Y | +151.2% | +26.0% | +125.2% | +133.6% |
| 5Y | +162.9% | +18.8% | +144.1% | +139.7% |
| All | +162.9% | +19.7% | +143.2% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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