+24.5%
BX vs RDW
+241.5%
-216.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.7% |
| 7D | -5.6% | +0.9% | -6.5% | -5.7% |
| 30D | -12.2% | -21.3% | +9.0% | -10.1% |
| 3M | +7.4% | -37.9% | +45.3% | +11.9% |
| 6M | +22.2% | +12.3% | +9.9% | +15.9% |
| YTD | -14.0% | +39.7% | -53.7% | -21.9% |
| 1Y | -27.3% | +25.7% | -53.0% | -34.2% |
| 3Y | +24.5% | +230.8% | -206.3% | -6.9% |
| All | +24.5% | +241.5% | -216.9% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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