+18.4%
BX vs RRX
+17.8%
+0.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +0.8% |
| 7D | -5.6% | -0.3% | -5.3% | -5.4% |
| 30D | -12.2% | -6.1% | -6.1% | -9.8% |
| 3M | +7.4% | -23.1% | +30.4% | +18.6% |
| 6M | +22.2% | -19.5% | +41.7% | +28.8% |
| YTD | -14.0% | +16.1% | -30.1% | -27.4% |
| 1Y | -27.3% | +12.9% | -40.2% | -38.5% |
| 3Y | +24.5% | +7.9% | +16.6% | +2.2% |
| All | +18.4% | +17.8% | +0.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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