-22.4%
BX vs REPL
+136.9%
-159.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.7% |
| 7D | -5.7% | -9.6% | +3.9% | -5.8% |
| 30D | -8.9% | +5.7% | -14.6% | -8.8% |
| 3M | +8.4% | +56.4% | -48.0% | +9.5% |
| 6M | +18.9% | +67.4% | -48.5% | +22.2% |
| YTD | -13.6% | +48.7% | -62.3% | -11.1% |
| 1Y | -22.4% | +148.3% | -170.7% | -21.8% |
| All | -22.4% | +136.9% | -159.3% | -21.8% |
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