-10.5%
BX vs RF
+20.4%
-30.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.1% |
| 7D | +3.3% | -0.1% | +3.4% | +3.5% |
| 30D | +9.6% | +7.0% | +2.5% | +4.7% |
| 3M | -8.7% | -7.0% | -1.7% | -4.4% |
| 6M | +2.2% | +6.8% | -4.6% | -2.8% |
| YTD | -16.2% | +9.9% | -26.1% | -21.7% |
| All | -10.5% | +20.4% | -30.9% | -22.6% |
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