+950.6%
BX vs RMBS
+358.5%
+592.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | -2.0% | +3.0% | -4.9% | -2.8% |
| 30D | -2.3% | -14.4% | +12.1% | +1.6% |
| 3M | +18.5% | -42.8% | +61.4% | +35.7% |
| 6M | +23.7% | -1.4% | +25.1% | +15.7% |
| YTD | -10.4% | -5.4% | -4.9% | -16.2% |
| 1Y | -19.6% | +18.6% | -38.1% | -31.5% |
| 3Y | +30.8% | +57.3% | -26.5% | -4.8% |
| 5Y | +24.3% | +265.7% | -241.4% | -31.4% |
| 10Y | +679.5% | +546.0% | +133.4% | +253.9% |
| All | +950.6% | +358.5% | +592.1% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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