-8.5%
BX vs RF
+25.4%
-33.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.1% |
| 7D | +8.3% | +2.3% | +6.0% | +6.6% |
| 30D | +13.5% | +7.2% | +6.3% | +8.3% |
| 3M | -7.6% | -8.2% | +0.6% | -2.4% |
| 6M | +4.0% | +7.0% | -3.0% | -1.3% |
| YTD | -15.2% | +10.3% | -25.5% | -21.0% |
| 1Y | -8.5% | +25.1% | -33.5% | -23.7% |
| All | -8.5% | +25.4% | -33.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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