-8.5%
BX vs RRC
+44.7%
-53.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.8% | +6.0% |
| 7D | +8.3% | -6.8% | +15.1% | +7.9% |
| 30D | +13.5% | +34.7% | -21.2% | +15.4% |
| 3M | -7.6% | +31.5% | -39.1% | -6.2% |
| 6M | +4.0% | +21.8% | -17.7% | +4.4% |
| YTD | -15.2% | +48.9% | -64.0% | -14.0% |
| 1Y | -8.5% | +42.1% | -50.6% | -6.5% |
| All | -8.5% | +44.7% | -53.1% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling