+16.0%
BX vs ROST
+107.5%
-91.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -8.9% | -2.5% | -6.4% | -7.6% |
| 30D | -14.8% | -10.3% | -4.5% | -9.7% |
| 3M | +6.9% | -2.6% | +9.5% | +7.9% |
| 6M | +16.3% | +6.5% | +9.7% | +10.9% |
| YTD | -16.1% | +25.9% | -42.0% | -27.4% |
| 1Y | -26.8% | +52.3% | -79.1% | -43.5% |
| 3Y | +22.4% | +94.6% | -72.1% | -19.8% |
| 5Y | +16.0% | +111.1% | -95.1% | -30.7% |
| All | +16.0% | +107.5% | -91.5% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling