-22.4%
BX vs RBA
-29.1%
+6.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | -5.7% | -1.9% | -3.8% | -5.0% |
| 30D | -8.9% | -13.0% | +4.1% | -4.6% |
| 3M | +8.4% | -23.1% | +31.5% | +17.3% |
| 6M | +18.9% | -22.6% | +41.5% | +28.1% |
| YTD | -13.6% | -20.4% | +6.8% | -9.2% |
| 1Y | -22.4% | -29.6% | +7.1% | -11.3% |
| All | -22.4% | -29.1% | +6.6% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling