+82.8%
BX vs RGTI
+53.1%
+29.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -8.9% | -0.1% | -8.8% | -8.9% |
| 30D | -14.8% | -16.2% | +1.4% | -13.7% |
| 3M | +6.9% | -22.0% | +29.0% | +8.4% |
| 6M | +16.3% | -10.8% | +27.1% | +15.4% |
| YTD | -16.1% | -31.6% | +15.5% | -15.4% |
| 1Y | -26.8% | -6.4% | -20.4% | -29.1% |
| 3Y | +22.4% | +665.7% | -643.2% | -14.8% |
| 5Y | +16.0% | +55.6% | -39.6% | -9.1% |
| All | +82.8% | +53.1% | +29.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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