-8.5%
BX vs REPL
+125.1%
-133.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.1% | +6.2% |
| 7D | +8.3% | +28.8% | -20.5% | +8.7% |
| 30D | +13.5% | +57.3% | -43.8% | +14.4% |
| 3M | -7.6% | +73.6% | -81.2% | -6.7% |
| 6M | +4.0% | +582.8% | -578.8% | +12.7% |
| YTD | -15.2% | +112.9% | -128.0% | -14.8% |
| 1Y | -8.5% | +130.7% | -139.1% | -10.1% |
| All | -8.5% | +125.1% | -133.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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