+967.7%
BX vs RIG
-94.2%
+1,061.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -4.4% | +0.9% | -5.2% | -4.6% |
| 30D | +0.1% | +13.8% | -13.7% | -2.9% |
| 3M | +16.0% | -6.4% | +22.4% | +16.9% |
| 6M | +21.6% | -8.2% | +29.8% | +21.8% |
| YTD | -8.9% | +41.6% | -50.5% | -17.9% |
| 1Y | -16.6% | +88.7% | -105.3% | -30.5% |
| 3Y | +43.3% | -30.9% | +74.2% | +42.8% |
| 5Y | +25.7% | +57.7% | -32.0% | -6.6% |
| 10Y | +689.5% | -39.3% | +728.7% | +379.8% |
| All | +967.7% | -94.2% | +1,061.9% | +1,279.8% |
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 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