+890.7%
BX vs RNG
+305.9%
+584.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | -5.7% | -4.1% | -1.6% | -4.8% |
| 30D | -8.9% | +8.6% | -17.5% | -10.8% |
| 3M | +8.4% | +78.0% | -69.6% | -6.4% |
| 6M | +18.9% | +67.0% | -48.1% | +2.9% |
| YTD | -13.6% | +142.4% | -156.1% | -33.3% |
| 1Y | -22.4% | +120.4% | -142.9% | -38.9% |
| 3Y | +26.0% | +122.1% | -96.1% | -4.8% |
| 5Y | +18.8% | -69.8% | +88.6% | +25.0% |
| 10Y | +668.7% | +223.4% | +445.4% | +355.9% |
| All | +890.7% | +305.9% | +584.8% | +475.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling