+642.7%
BX vs RIG
-40.1%
+682.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | -8.9% | -4.2% | -4.8% | -8.4% |
| 30D | -14.8% | -0.7% | -14.1% | -14.8% |
| 3M | +6.9% | -4.0% | +10.9% | +7.2% |
| 6M | +16.3% | -6.3% | +22.6% | +16.2% |
| YTD | -16.1% | +39.7% | -55.8% | -21.2% |
| 1Y | -26.8% | +78.1% | -104.9% | -34.0% |
| 3Y | +22.4% | -29.5% | +51.9% | +21.4% |
| 5Y | +16.0% | +65.3% | -49.3% | -2.0% |
| All | +642.7% | -40.1% | +682.8% | +492.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling