-16.6%
BX vs RNG
+144.7%
-161.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.6% |
| 7D | -4.4% | +5.8% | -10.2% | -5.1% |
| 30D | +0.1% | +19.6% | -19.5% | -2.1% |
| 3M | +16.0% | +67.0% | -51.0% | +8.7% |
| 6M | +21.6% | +88.4% | -66.8% | +11.5% |
| YTD | -8.9% | +155.5% | -164.4% | -19.1% |
| 1Y | -16.6% | +141.7% | -158.3% | -26.2% |
| All | -16.6% | +144.7% | -161.3% | -26.2% |
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