-8.5%
BX vs ROK
+25.3%
-33.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +8.3% | 0.0% | +8.3% | +8.3% |
| 30D | +13.5% | -2.5% | +16.0% | +14.5% |
| 3M | -7.6% | 0.0% | -7.6% | -7.8% |
| 6M | +4.0% | +11.6% | -7.5% | -2.1% |
| YTD | -15.2% | +15.2% | -30.4% | -20.8% |
| 1Y | -8.5% | +25.0% | -33.5% | -17.6% |
| All | -8.5% | +25.3% | -33.8% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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