+33.8%
BX vs RF
+104.8%
-71.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.8% | -0.9% | +2.7% | +2.7% |
| 30D | +7.9% | +6.0% | +1.8% | +3.4% |
| 3M | -9.6% | -8.9% | -0.7% | -2.8% |
| 6M | -2.3% | +2.3% | -4.6% | -4.1% |
| YTD | -19.3% | +7.6% | -26.8% | -24.2% |
| 1Y | -13.2% | +21.2% | -34.4% | -26.1% |
| 3Y | +33.8% | +108.5% | -74.7% | -22.7% |
| All | +33.8% | +104.8% | -71.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling