+16.0%
BX vs ROK
+44.8%
-28.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | -8.9% | -1.6% | -7.3% | -8.0% |
| 30D | -14.8% | -5.4% | -9.3% | -11.9% |
| 3M | +6.9% | -4.0% | +10.9% | +8.5% |
| 6M | +16.3% | +13.3% | +2.9% | +5.3% |
| YTD | -16.1% | +9.3% | -25.4% | -22.5% |
| 1Y | -26.8% | +25.8% | -52.6% | -38.6% |
| 3Y | +22.4% | +49.1% | -26.7% | -12.3% |
| 5Y | +16.0% | +45.9% | -29.8% | -18.8% |
| All | +16.0% | +44.8% | -28.8% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling