+357.5%
BX vs REPL
+37.4%
+320.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -2.9% |
| 7D | -1.1% | +9.8% | -10.9% | -1.5% |
| 30D | +8.8% | +81.5% | -72.7% | +5.5% |
| 3M | -18.3% | +44.2% | -62.5% | -19.9% |
| 6M | -1.5% | +437.4% | -438.9% | -13.7% |
| YTD | -19.9% | +126.1% | -146.1% | -29.0% |
| 1Y | -14.5% | +143.1% | -157.6% | -24.6% |
| 3Y | +32.3% | +97.8% | -65.5% | -6.2% |
| 5Y | -1.1% | -34.3% | +33.2% | -20.8% |
| All | +357.5% | +37.4% | +320.1% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling