+0.4%
BX vs ROL
+15.7%
-15.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.3% |
| 7D | +0.6% | +3.0% | -2.4% | -0.6% |
| 30D | +14.2% | +19.8% | -5.5% | +6.0% |
| 3M | -18.7% | +7.9% | -26.6% | -21.5% |
| 6M | +2.5% | -25.6% | +28.1% | +15.5% |
| YTD | -18.8% | -34.1% | +15.3% | -4.0% |
| 1Y | -10.3% | -31.4% | +21.1% | +3.7% |
| 3Y | +35.4% | +4.7% | +30.7% | +20.0% |
| All | +0.4% | +15.7% | -15.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling