-10.3%
BX vs ROP
+6.9%
-17.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | +14.2% | +28.8% | -14.5% | +4.2% |
| 3M | -18.7% | +21.1% | -39.8% | -24.4% |
| 6M | +2.5% | +52.5% | -50.1% | -12.1% |
| YTD | -18.8% | +8.9% | -27.7% | -23.2% |
| 1Y | -10.3% | +8.2% | -18.5% | -14.8% |
| All | -10.3% | +6.9% | -17.2% | -14.8% |
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