+967.7%
BX vs ROL
+1,473.0%
-505.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | -4.4% | -1.4% | -3.0% | -3.6% |
| 30D | +0.1% | -4.1% | +4.2% | +2.4% |
| 3M | +16.0% | -22.5% | +38.5% | +33.0% |
| 6M | +21.6% | -37.7% | +59.3% | +57.5% |
| YTD | -8.9% | -39.6% | +30.7% | +19.3% |
| 1Y | -16.6% | -36.0% | +19.4% | +4.7% |
| 3Y | +43.3% | -5.1% | +48.5% | +38.0% |
| 5Y | +25.7% | -3.4% | +29.1% | +17.6% |
| 10Y | +689.5% | +215.2% | +474.2% | +221.4% |
| All | +967.7% | +1,473.0% | -505.3% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling