-8.5%
BX vs RNG
+179.4%
-187.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.5% | +6.3% |
| 7D | +8.3% | -9.6% | +17.9% | +9.5% |
| 30D | +13.5% | -1.4% | +14.9% | +13.5% |
| 3M | -7.6% | +28.8% | -36.4% | -10.5% |
| 6M | +4.0% | +65.6% | -61.5% | -2.4% |
| YTD | -15.2% | +171.4% | -186.6% | -24.1% |
| 1Y | -8.5% | +185.3% | -193.8% | -21.1% |
| All | -8.5% | +179.4% | -187.9% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling