+967.7%
BX vs RCL
+702.5%
+265.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.4% | -5.1% | +0.7% | -2.4% |
| 30D | +0.1% | -19.0% | +19.1% | +8.8% |
| 3M | +16.0% | -9.6% | +25.6% | +19.9% |
| 6M | +21.6% | -6.7% | +28.3% | +23.1% |
| YTD | -8.9% | -3.9% | -5.0% | -10.5% |
| 1Y | -16.6% | -25.1% | +8.5% | -10.2% |
| 3Y | +43.3% | +179.1% | -135.8% | -11.9% |
| 5Y | +25.7% | +243.3% | -217.6% | -34.3% |
| 10Y | +689.5% | +325.8% | +363.7% | +165.2% |
| All | +967.7% | +702.5% | +265.2% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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