+661.1%
BX vs RRC
+4.9%
+656.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.7% |
| 7D | -5.6% | -1.8% | -3.8% | -5.4% |
| 30D | -12.2% | +2.7% | -14.9% | -12.6% |
| 3M | +7.4% | +8.8% | -1.4% | +5.8% |
| 6M | +22.2% | -1.2% | +23.3% | +21.8% |
| YTD | -14.0% | +17.6% | -31.6% | -16.8% |
| 1Y | -27.3% | +18.4% | -45.7% | -29.9% |
| 3Y | +24.5% | +33.1% | -8.5% | +17.2% |
| 5Y | +18.9% | +148.2% | -129.3% | +1.4% |
| All | +661.1% | +4.9% | +656.2% | +514.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling