+661.1%
BX vs ROK
+357.9%
+303.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.5% |
| 7D | -5.6% | -1.2% | -4.4% | -4.9% |
| 30D | -12.2% | -4.8% | -7.4% | -9.7% |
| 3M | +7.4% | -6.1% | +13.5% | +10.6% |
| 6M | +22.2% | +15.5% | +6.7% | +10.1% |
| YTD | -14.0% | +11.2% | -25.2% | -20.9% |
| 1Y | -27.3% | +23.8% | -51.1% | -37.7% |
| 3Y | +24.5% | +53.1% | -28.6% | -9.5% |
| 5Y | +18.9% | +48.3% | -29.4% | -13.7% |
| All | +661.1% | +357.9% | +303.1% | +205.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling