+490.1%
BX vs RUN
-31.9%
+522.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.4% | +1.3% | -5.6% | -4.6% |
| 30D | +0.1% | -15.3% | +15.3% | +2.4% |
| 3M | +16.0% | -40.0% | +56.0% | +24.3% |
| 6M | +21.6% | -27.0% | +48.6% | +25.4% |
| YTD | -8.9% | -51.7% | +42.8% | -1.5% |
| 1Y | -16.6% | -45.9% | +29.3% | -12.7% |
| 3Y | +43.3% | -43.8% | +87.1% | +24.1% |
| 5Y | +25.7% | -80.5% | +106.2% | +21.5% |
| 10Y | +689.5% | +45.3% | +644.2% | +426.2% |
| All | +490.1% | -31.9% | +522.0% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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