+25.1%
BX vs ROST
+93.3%
-68.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -2.8% |
| 7D | -5.7% | -2.2% | -3.4% | -4.6% |
| 30D | -8.9% | -11.4% | +2.5% | -3.7% |
| 3M | +8.4% | -1.6% | +10.0% | +8.7% |
| 6M | +18.9% | +6.8% | +12.1% | +13.8% |
| YTD | -13.6% | +25.8% | -39.4% | -24.3% |
| 1Y | -22.4% | +52.4% | -74.8% | -39.0% |
| All | +25.1% | +93.3% | -68.2% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling