+950.6%
BX vs ROST
+3,457.3%
-2,506.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -2.3% | -10.0% | +7.7% | +3.1% |
| 3M | +18.5% | +1.2% | +17.3% | +17.1% |
| 6M | +23.7% | +8.9% | +14.8% | +16.9% |
| YTD | -10.4% | +28.1% | -38.4% | -22.5% |
| 1Y | -19.6% | +53.0% | -72.5% | -37.1% |
| 3Y | +30.8% | +97.9% | -67.1% | -12.1% |
| 5Y | +24.3% | +112.0% | -87.6% | -21.6% |
| 10Y | +679.5% | +303.0% | +376.5% | +209.7% |
| All | +950.6% | +3,457.3% | -2,506.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling