+967.7%
BX vs ROP
+716.4%
+251.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +1.8% |
| 7D | -4.4% | -4.4% | +0.1% | -0.8% |
| 30D | +0.1% | +3.2% | -3.1% | -2.6% |
| 3M | +16.0% | +23.1% | -7.0% | -3.4% |
| 6M | +21.6% | +13.3% | +8.3% | +7.6% |
| YTD | -8.9% | -7.9% | -1.0% | -5.6% |
| 1Y | -16.6% | -22.1% | +5.4% | -1.1% |
| 3Y | +43.3% | -16.8% | +60.1% | +60.0% |
| 5Y | +25.7% | -13.5% | +39.2% | +36.9% |
| 10Y | +689.5% | +137.7% | +551.8% | +244.2% |
| All | +967.7% | +716.4% | +251.3% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling