+2.5%
BX vs RIG
-16.1%
+18.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +1.6% |
| 7D | +0.6% | +5.7% | -5.1% | +0.8% |
| 30D | +14.2% | -0.7% | +15.0% | +13.6% |
| 3M | -18.7% | -3.1% | -15.6% | -19.1% |
| 6M | +2.5% | -16.3% | +18.8% | +0.2% |
| All | +2.5% | -16.1% | +18.5% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling