+661.1%
BX vs ROL
+211.6%
+449.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -5.6% | -3.2% | -2.5% | -4.2% |
| 30D | -12.2% | -4.9% | -7.3% | -10.2% |
| 3M | +7.4% | -25.8% | +33.2% | +22.5% |
| 6M | +22.2% | -37.6% | +59.7% | +50.7% |
| YTD | -14.0% | -41.5% | +27.5% | +8.8% |
| 1Y | -27.3% | -39.5% | +12.2% | -10.0% |
| 3Y | +24.5% | +0.1% | +24.4% | +16.3% |
| 5Y | +18.9% | -4.6% | +23.5% | +11.6% |
| All | +661.1% | +211.6% | +449.4% | +293.4% |
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