+950.6%
BX vs ROST
+3,450.5%
-2,499.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -2.3% | -10.2% | +7.9% | +3.2% |
| 3M | +18.5% | +1.0% | +17.5% | +17.3% |
| 6M | +23.7% | +8.7% | +15.0% | +17.0% |
| YTD | -10.4% | +27.8% | -38.2% | -22.4% |
| 1Y | -19.6% | +52.7% | -72.2% | -37.0% |
| 3Y | +30.8% | +97.5% | -66.7% | -12.0% |
| 5Y | +24.3% | +111.6% | -87.2% | -21.6% |
| 10Y | +679.5% | +302.2% | +377.3% | +210.1% |
| All | +950.6% | +3,450.5% | -2,499.9% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling