+851.5%
BX vs RIG
-94.5%
+946.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.5% |
| 7D | +0.6% | +5.7% | -5.1% | -0.7% |
| 30D | +14.2% | -0.7% | +15.0% | +13.7% |
| 3M | -18.7% | -3.1% | -15.6% | -19.0% |
| 6M | +2.5% | -16.3% | +18.8% | +4.6% |
| YTD | -18.8% | +34.1% | -52.9% | -26.6% |
| 1Y | -10.3% | +38.2% | -48.5% | -19.7% |
| 3Y | +35.4% | -15.3% | +50.7% | +28.0% |
| 5Y | +0.3% | +62.5% | -62.2% | -26.0% |
| 10Y | +668.4% | -46.6% | +714.9% | +391.2% |
| All | +851.5% | -94.5% | +946.1% | +1,133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling