+0.4%
BX vs RRC
+134.0%
-133.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +0.6% | +6.4% | -5.8% | -1.0% |
| 30D | +14.2% | +23.9% | -9.6% | +7.5% |
| 3M | -18.7% | +30.2% | -48.9% | -24.7% |
| 6M | +2.5% | +26.3% | -23.8% | -4.6% |
| YTD | -18.8% | +48.1% | -66.9% | -28.4% |
| 1Y | -10.3% | +37.7% | -48.0% | -19.4% |
| 3Y | +35.4% | +60.3% | -24.9% | +14.4% |
| All | +0.4% | +134.0% | -133.6% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling