+24.3%
BX vs RBA
+44.6%
-20.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.7% |
| 7D | -2.0% | -1.1% | -0.9% | -1.5% |
| 30D | -2.3% | -13.2% | +10.9% | +3.7% |
| 3M | +18.5% | -21.4% | +39.9% | +30.3% |
| 6M | +23.7% | -20.9% | +44.6% | +35.2% |
| YTD | -10.4% | -19.9% | +9.5% | -3.0% |
| 1Y | -19.6% | -28.7% | +9.1% | -8.2% |
| 3Y | +30.8% | +27.4% | +3.4% | +15.1% |
| 5Y | +24.3% | +41.7% | -17.4% | -0.3% |
| All | +24.3% | +44.6% | -20.3% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling