+25.1%
BX vs RIG
-31.2%
+56.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | -5.7% | -8.2% | +2.5% | -4.2% |
| 30D | -8.9% | -0.2% | -8.7% | -9.0% |
| 3M | +8.4% | -2.7% | +11.1% | +8.5% |
| 6M | +18.9% | -7.5% | +26.4% | +18.8% |
| YTD | -13.6% | +38.3% | -51.9% | -21.5% |
| 1Y | -22.4% | +81.8% | -104.3% | -34.7% |
| All | +25.1% | -31.2% | +56.3% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling