+635.8%
BX vs ROL
+221.5%
+414.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.2% |
| 7D | +0.6% | +3.0% | -2.4% | -0.8% |
| 30D | +14.2% | +19.8% | -5.5% | +5.2% |
| 3M | -18.7% | +7.9% | -26.6% | -21.8% |
| 6M | +2.5% | -25.6% | +28.1% | +16.5% |
| YTD | -18.8% | -34.1% | +15.3% | -2.9% |
| 1Y | -10.3% | -31.4% | +21.1% | +4.9% |
| 3Y | +35.4% | +4.7% | +30.7% | +24.2% |
| 5Y | +0.3% | +15.6% | -15.3% | -14.2% |
| All | +635.8% | +221.5% | +414.3% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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