+16.0%
BX vs RNG
-70.1%
+86.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.6% |
| 7D | -8.9% | -9.6% | +0.7% | -6.5% |
| 30D | -14.8% | +8.8% | -23.6% | -16.8% |
| 3M | +6.9% | +78.6% | -71.7% | -9.7% |
| 6M | +16.3% | +70.3% | -54.0% | -2.0% |
| YTD | -16.1% | +140.3% | -156.4% | -37.8% |
| 1Y | -26.8% | +126.6% | -153.4% | -45.0% |
| 3Y | +22.4% | +120.2% | -97.8% | -12.4% |
| 5Y | +16.0% | -68.3% | +84.3% | +12.7% |
| All | +16.0% | -70.1% | +86.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling