+30.8%
BX vs ROL
+1.0%
+29.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -2.0% | -3.4% | +1.5% | -1.1% |
| 30D | -2.3% | -6.9% | +4.6% | -0.5% |
| 3M | +18.5% | -24.6% | +43.1% | +27.3% |
| 6M | +23.7% | -39.5% | +63.3% | +41.6% |
| YTD | -10.4% | -41.1% | +30.8% | +3.0% |
| 1Y | -19.6% | -37.9% | +18.4% | -9.5% |
| 3Y | +30.8% | +0.8% | +30.0% | +13.6% |
| All | +30.8% | +1.0% | +29.8% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling