+907.8%
BX vs RSG
+1,006.1%
-98.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.9% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -12.2% | +4.0% | -16.2% | -14.8% |
| 3M | +7.4% | +7.4% | 0.0% | +1.1% |
| 6M | +22.2% | +0.1% | +22.1% | +20.1% |
| YTD | -14.0% | +6.0% | -20.0% | -19.4% |
| 1Y | -27.3% | -3.0% | -24.3% | -27.3% |
| 3Y | +24.5% | +56.5% | -31.9% | -16.3% |
| 5Y | +18.9% | +90.9% | -72.0% | -32.1% |
| 10Y | +665.4% | +428.7% | +236.7% | +92.9% |
| All | +907.8% | +1,006.1% | -98.3% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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