+3.4%
BX vs ROP
+0.9%
+2.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.7% |
| 7D | +3.7% | +0.2% | +3.5% | +3.5% |
| 30D | +8.2% | +30.3% | -22.1% | -11.1% |
| 3M | -12.7% | +17.8% | -30.4% | -22.9% |
| 6M | +1.0% | +38.9% | -37.9% | -22.6% |
| YTD | -17.2% | +7.6% | -24.8% | -21.9% |
| 1Y | -11.6% | +6.5% | -18.1% | -15.9% |
| 3Y | +36.8% | -6.3% | +43.0% | +42.9% |
| All | +3.4% | +0.9% | +2.5% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling