+967.7%
BX vs RL
+370.3%
+597.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -2.1% |
| 7D | -4.4% | -0.8% | -3.6% | -4.0% |
| 30D | +0.1% | -7.8% | +7.9% | +4.0% |
| 3M | +16.0% | -4.0% | +20.0% | +17.5% |
| 6M | +21.6% | -1.9% | +23.5% | +20.5% |
| YTD | -8.9% | -0.2% | -8.7% | -10.6% |
| 1Y | -16.6% | +10.7% | -27.3% | -22.8% |
| 3Y | +43.3% | +210.8% | -167.4% | -24.5% |
| 5Y | +25.7% | +238.2% | -212.5% | -37.6% |
| 10Y | +689.5% | +313.4% | +376.1% | +196.2% |
| All | +967.7% | +370.3% | +597.4% | +139.6% |
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