-8.5%
BX vs ROP
+10.4%
-18.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +4.7% |
| 7D | +8.3% | +11.7% | -3.4% | +3.8% |
| 30D | +13.5% | +35.5% | -21.9% | +1.7% |
| 3M | -7.6% | +25.6% | -33.2% | -15.1% |
| 6M | +4.0% | +39.3% | -35.2% | -7.7% |
| YTD | -15.2% | +11.6% | -26.8% | -20.7% |
| 1Y | -8.5% | +10.6% | -19.1% | -13.9% |
| All | -8.5% | +10.4% | -18.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling