+672.8%
BX vs RBA
+225.5%
+447.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +3.7% | +3.2% | +0.5% | +2.3% |
| 30D | +8.2% | +12.0% | -3.8% | +3.1% |
| 3M | -12.7% | +2.9% | -15.6% | -14.0% |
| 6M | +1.0% | -6.3% | +7.2% | +2.6% |
| YTD | -17.2% | -5.9% | -11.3% | -16.5% |
| 1Y | -11.6% | -3.9% | -7.7% | -11.7% |
| 3Y | +36.8% | +64.9% | -28.1% | +8.7% |
| 5Y | +4.8% | +48.5% | -43.7% | -15.4% |
| 10Y | +672.8% | +211.8% | +461.0% | +342.0% |
| All | +672.8% | +225.5% | +447.3% | +342.0% |
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