+590.5%
RTX vs BX
+815.3%
-224.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +6.5% | +14.2% | -7.7% | +2.5% |
| 3M | -9.6% | -18.7% | +9.1% | -4.9% |
| 6M | +12.3% | +2.5% | +9.9% | +10.6% |
| YTD | +9.5% | -18.8% | +28.3% | +13.8% |
| 1Y | +15.8% | -10.3% | +26.2% | +17.1% |
| 3Y | +157.0% | +35.4% | +121.6% | +124.5% |
| 5Y | +148.8% | +0.3% | +148.5% | +125.3% |
| 10Y | +264.0% | +668.4% | -404.3% | +86.8% |
| All | +590.5% | +815.3% | -224.7% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling