+967.7%
BX vs RF
+60.8%
+906.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.4% | +1.3% | -5.7% | -4.9% |
| 30D | +0.1% | -3.6% | +3.7% | +1.5% |
| 3M | +16.0% | +8.1% | +7.9% | +12.4% |
| 6M | +21.6% | +11.5% | +10.1% | +16.6% |
| YTD | -8.9% | +15.6% | -24.5% | -14.0% |
| 1Y | -16.6% | +15.7% | -32.3% | -21.3% |
| 3Y | +43.3% | +86.9% | -43.6% | +12.8% |
| 5Y | +25.7% | +89.8% | -64.1% | -1.4% |
| 10Y | +689.5% | +344.7% | +344.8% | +324.8% |
| All | +967.7% | +60.8% | +906.9% | +573.0% |
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