+41.0%
BX vs RBA
+48.1%
-7.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.8% |
| 7D | +3.3% | +2.5% | +0.7% | +2.2% |
| 30D | +9.6% | +11.6% | -2.0% | +4.5% |
| 3M | -8.7% | +1.5% | -10.2% | -9.6% |
| 6M | +2.2% | -6.6% | +8.8% | +3.7% |
| YTD | -16.2% | -6.3% | -9.9% | -15.8% |
| 1Y | -11.5% | -4.0% | -7.5% | -12.2% |
| 3Y | +41.0% | +47.3% | -6.3% | +26.4% |
| All | +41.0% | +48.1% | -7.1% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling