+635.8%
BX vs RRC
+73.1%
+562.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +0.6% | +6.4% | -5.8% | -0.4% |
| 30D | +14.2% | +23.9% | -9.6% | +10.1% |
| 3M | -18.7% | +30.2% | -48.9% | -22.3% |
| 6M | +2.5% | +26.3% | -23.8% | -1.8% |
| YTD | -18.8% | +48.1% | -66.9% | -24.5% |
| 1Y | -10.3% | +37.7% | -48.0% | -15.7% |
| 3Y | +35.4% | +60.3% | -24.9% | +23.4% |
| 5Y | +0.3% | +135.3% | -135.0% | -15.1% |
| All | +635.8% | +73.1% | +562.8% | +456.9% |
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