+668.7%
BX vs RBA
+189.2%
+479.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | -5.7% | -1.9% | -3.8% | -4.9% |
| 30D | -8.9% | -13.0% | +4.1% | -3.6% |
| 3M | +8.4% | -23.1% | +31.5% | +19.8% |
| 6M | +18.9% | -22.6% | +41.5% | +30.8% |
| YTD | -13.6% | -20.4% | +6.8% | -6.4% |
| 1Y | -22.4% | -29.6% | +7.1% | -11.5% |
| 3Y | +26.0% | +26.6% | -0.5% | +11.7% |
| 5Y | +18.8% | +38.2% | -19.4% | -1.1% |
| 10Y | +668.7% | +194.7% | +474.0% | +354.1% |
| All | +668.7% | +189.2% | +479.6% | +354.1% |
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