-13.6%
BX vs RBRK
+46.1%
-59.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -11.1% | +6.6% | -2.8% |
| 7D | +0.3% | -20.9% | +21.2% | +4.0% |
| 30D | +6.7% | -15.9% | +22.7% | +9.4% |
| 3M | -11.1% | +24.7% | -35.8% | -15.2% |
| 6M | -0.4% | +85.1% | -85.5% | -12.9% |
| YTD | -19.1% | +38.3% | -57.3% | -29.8% |
| 1Y | -13.6% | +46.2% | -59.7% | -24.6% |
| All | -13.6% | +46.1% | -59.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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