+635.8%
BX vs RBA
+207.2%
+428.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.0% |
| 7D | +0.6% | +1.7% | -1.2% | -0.1% |
| 30D | +14.2% | +8.3% | +5.9% | +10.4% |
| 3M | -18.7% | +10.5% | -29.3% | -22.2% |
| 6M | +2.5% | -5.9% | +8.3% | +3.9% |
| YTD | -18.8% | -6.9% | -11.9% | -17.7% |
| 1Y | -10.3% | -4.9% | -5.4% | -10.0% |
| 3Y | +35.4% | +64.5% | -29.1% | +7.8% |
| 5Y | +0.3% | +46.1% | -45.8% | -18.5% |
| All | +635.8% | +207.2% | +428.7% | +322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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