+425.9%
BX vs RUN
-33.9%
+459.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +0.6% | -13.5% | +14.1% | +2.7% |
| 30D | +14.2% | +18.3% | -4.1% | +10.7% |
| 3M | -18.7% | -12.5% | -6.3% | -17.7% |
| 6M | +2.5% | -40.3% | +42.8% | +9.1% |
| YTD | -18.8% | -53.1% | +34.3% | -12.4% |
| 1Y | -10.3% | -54.3% | +44.0% | -3.2% |
| 3Y | +35.4% | -6.5% | +41.9% | +7.0% |
| 5Y | +0.3% | -85.3% | +85.5% | +0.8% |
| 10Y | +668.4% | +68.9% | +599.5% | +405.3% |
| All | +425.9% | -33.9% | +459.8% | +265.0% |
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