-8.5%
BX vs RL
+34.3%
-42.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.8% | +4.6% |
| 7D | +8.3% | +5.8% | +2.5% | +6.2% |
| 30D | +13.5% | +12.7% | +0.8% | +9.0% |
| 3M | -7.6% | +9.3% | -16.9% | -10.6% |
| 6M | +4.0% | +16.9% | -12.9% | -2.3% |
| YTD | -15.2% | +17.5% | -32.6% | -20.6% |
| 1Y | -8.5% | +34.6% | -43.1% | -18.2% |
| All | -8.5% | +34.3% | -42.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling