+846.1%
BX vs RF
+49.6%
+796.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.8% | -0.9% | +2.7% | +2.2% |
| 30D | +7.9% | +6.0% | +1.8% | +5.6% |
| 3M | -9.6% | -8.9% | -0.7% | -6.1% |
| 6M | -2.3% | +2.3% | -4.6% | -3.0% |
| YTD | -19.3% | +7.6% | -26.8% | -21.4% |
| 1Y | -13.2% | +21.2% | -34.4% | -19.4% |
| 3Y | +33.8% | +108.5% | -74.7% | +1.8% |
| 5Y | 0.0% | +43.2% | -43.2% | -12.7% |
| 10Y | +685.4% | +288.1% | +397.3% | +345.7% |
| All | +846.1% | +49.6% | +796.4% | +514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling