-26.8%
BX vs RIG
+83.2%
-110.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.9% |
| 7D | -8.9% | -4.2% | -4.8% | -8.8% |
| 30D | -14.8% | -0.7% | -14.1% | -14.8% |
| 3M | +6.9% | -4.0% | +10.9% | +6.9% |
| 6M | +16.3% | -6.3% | +22.6% | +15.5% |
| YTD | -16.1% | +39.7% | -55.8% | -19.0% |
| 1Y | -26.8% | +78.1% | -104.9% | -29.8% |
| All | -26.8% | +83.2% | -110.0% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling