+642.7%
BX vs RL
+308.3%
+334.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -3.0% |
| 7D | -8.9% | -2.2% | -6.7% | -8.0% |
| 30D | -14.8% | -15.3% | +0.6% | -8.6% |
| 3M | +6.9% | -10.3% | +17.3% | +11.4% |
| 6M | +16.3% | -2.2% | +18.5% | +15.7% |
| YTD | -16.1% | -4.3% | -11.8% | -15.8% |
| 1Y | -26.8% | +8.9% | -35.7% | -30.8% |
| 3Y | +22.4% | +201.4% | -179.0% | -27.0% |
| 5Y | +16.0% | +230.6% | -214.6% | -34.2% |
| All | +642.7% | +308.3% | +334.4% | +288.2% |
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 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