+851.5%
BX vs ROK
+778.2%
+73.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +0.6% | +7.1% | -6.5% | -4.0% |
| 30D | +14.2% | -5.0% | +19.2% | +16.7% |
| 3M | -18.7% | -9.4% | -9.4% | -14.4% |
| 6M | +2.5% | -11.0% | +13.5% | +8.0% |
| YTD | -18.8% | +4.4% | -23.3% | -24.3% |
| 1Y | -10.3% | +7.4% | -17.7% | -18.0% |
| 3Y | +35.4% | +61.0% | -25.6% | -10.6% |
| 5Y | +0.3% | +30.4% | -30.1% | -24.8% |
| 10Y | +668.4% | +264.8% | +403.6% | +152.1% |
| All | +851.5% | +778.2% | +73.4% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling