+882.1%
BX vs RL
+435.2%
+446.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +0.9% |
| 7D | +3.3% | +0.2% | +3.0% | +3.1% |
| 30D | +9.6% | +7.3% | +2.2% | +5.7% |
| 3M | -8.7% | +1.0% | -9.7% | -9.5% |
| 6M | +2.2% | +11.8% | -9.6% | -4.7% |
| YTD | -16.2% | +13.6% | -29.8% | -23.1% |
| 1Y | -11.5% | +24.0% | -35.5% | -22.6% |
| 3Y | +41.0% | +256.6% | -215.6% | -30.7% |
| 5Y | +1.1% | +240.2% | -239.1% | -49.6% |
| 10Y | +710.1% | +373.0% | +337.2% | +184.1% |
| All | +882.1% | +435.2% | +446.9% | +106.2% |
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 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