+18.8%
BX vs RRC
+154.4%
-135.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -5.7% | -1.7% | -3.9% | -5.2% |
| 30D | -8.9% | +3.6% | -12.5% | -9.7% |
| 3M | +8.4% | +8.8% | -0.4% | +5.8% |
| 6M | +18.9% | +0.8% | +18.1% | +17.7% |
| YTD | -13.6% | +19.0% | -32.6% | -18.7% |
| 1Y | -22.4% | +22.9% | -45.4% | -28.1% |
| 3Y | +26.0% | +32.3% | -6.3% | +12.8% |
| 5Y | +18.8% | +151.6% | -132.8% | -8.1% |
| All | +18.8% | +154.4% | -135.6% | -8.1% |
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