+598.2%
RTX vs BX
+927.0%
-328.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -5.2% | -4.4% | -0.8% | -4.0% |
| 30D | -9.4% | +0.1% | -9.5% | -9.6% |
| 3M | +12.3% | +16.0% | -3.7% | +7.4% |
| 6M | -3.1% | +21.6% | -24.7% | -9.0% |
| YTD | +10.7% | -8.9% | +19.6% | +12.0% |
| 1Y | +28.4% | -16.6% | +45.0% | +32.7% |
| 3Y | +147.1% | +43.3% | +103.7% | +112.8% |
| 5Y | +167.2% | +25.7% | +141.6% | +126.9% |
| 10Y | +274.7% | +689.5% | -414.8% | +91.1% |
| All | +598.2% | +927.0% | -328.8% | +167.4% |
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