+870.1%
BX vs RL
+436.6%
+433.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +3.7% | +1.3% | +2.4% | +3.0% |
| 30D | +8.2% | +7.6% | +0.6% | +4.3% |
| 3M | -12.7% | -1.5% | -11.2% | -12.3% |
| 6M | +1.0% | +12.1% | -11.1% | -6.0% |
| YTD | -17.2% | +13.9% | -31.1% | -24.1% |
| 1Y | -11.6% | +20.7% | -32.2% | -21.5% |
| 3Y | +36.8% | +260.6% | -223.8% | -33.1% |
| 5Y | +4.8% | +248.9% | -244.0% | -48.4% |
| 10Y | +672.8% | +355.9% | +316.9% | +177.0% |
| All | +870.1% | +436.6% | +433.4% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling