+18.8%
BX vs RIG
+64.1%
-45.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | -5.7% | -8.2% | +2.5% | -4.3% |
| 30D | -8.9% | -0.2% | -8.7% | -9.0% |
| 3M | +8.4% | -2.7% | +11.1% | +8.4% |
| 6M | +18.9% | -7.5% | +26.4% | +18.9% |
| YTD | -13.6% | +38.3% | -51.9% | -20.5% |
| 1Y | -22.4% | +81.8% | -104.3% | -32.9% |
| 3Y | +26.0% | -30.2% | +56.2% | +23.4% |
| 5Y | +18.8% | +59.9% | -41.2% | -4.9% |
| All | +18.8% | +64.1% | -45.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling