+912.2%
BX vs RRX
+348.6%
+563.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -2.2% |
| 7D | -5.7% | -0.7% | -4.9% | -5.3% |
| 30D | -8.9% | -8.0% | -0.9% | -4.7% |
| 3M | +8.4% | -25.1% | +33.4% | +23.9% |
| 6M | +18.9% | -18.3% | +37.2% | +25.6% |
| YTD | -13.6% | +14.2% | -27.8% | -27.3% |
| 1Y | -22.4% | +13.0% | -35.5% | -35.3% |
| 3Y | +26.0% | +4.2% | +21.8% | +2.6% |
| 5Y | +18.8% | +17.9% | +0.9% | -11.9% |
| 10Y | +668.7% | +220.4% | +448.3% | +165.5% |
| All | +912.2% | +348.6% | +563.5% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling