+967.7%
BX vs RBA
+499.5%
+468.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | -2.9% | -1.5% | -3.0% |
| 30D | +0.1% | -12.3% | +12.4% | +6.1% |
| 3M | +16.0% | -20.5% | +36.5% | +27.6% |
| 6M | +21.6% | -18.5% | +40.2% | +31.9% |
| YTD | -8.9% | -18.2% | +9.3% | -1.7% |
| 1Y | -16.6% | -27.5% | +10.9% | -5.0% |
| 3Y | +43.3% | +38.1% | +5.3% | +19.2% |
| 5Y | +25.7% | +44.8% | -19.1% | -1.0% |
| 10Y | +689.5% | +187.1% | +502.4% | +312.6% |
| All | +967.7% | +499.5% | +468.2% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling