+661.1%
BX vs RNG
+222.9%
+438.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -5.6% | -6.1% | +0.5% | -4.2% |
| 30D | -12.2% | +9.6% | -21.8% | -14.2% |
| 3M | +7.4% | +83.3% | -75.9% | -8.2% |
| 6M | +22.2% | +77.9% | -55.8% | +3.8% |
| YTD | -14.0% | +139.9% | -153.9% | -33.9% |
| 1Y | -27.3% | +121.7% | -148.9% | -43.2% |
| 3Y | +24.5% | +121.9% | -97.3% | -6.7% |
| 5Y | +18.9% | -68.4% | +87.2% | +22.3% |
| All | +661.1% | +222.9% | +438.2% | +356.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling