+635.8%
BX vs RL
+337.1%
+298.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.9% |
| 7D | +0.6% | +2.6% | -2.0% | -0.5% |
| 30D | +14.2% | +2.9% | +11.3% | +12.9% |
| 3M | -18.7% | 0.0% | -18.7% | -18.9% |
| 6M | +2.5% | +17.1% | -14.6% | -5.3% |
| YTD | -18.8% | +10.1% | -28.9% | -23.3% |
| 1Y | -10.3% | +17.3% | -27.6% | -17.8% |
| 3Y | +35.4% | +249.3% | -213.9% | -24.2% |
| 5Y | +0.3% | +240.9% | -240.6% | -44.2% |
| All | +635.8% | +337.1% | +298.8% | +283.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling