+21.5%
BX vs RVMD
+536.1%
-514.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.5% |
| 7D | -8.9% | -3.6% | -5.3% | -8.4% |
| 30D | -14.8% | -1.1% | -13.7% | -14.7% |
| 3M | +6.9% | +41.0% | -34.1% | +1.0% |
| 6M | +16.3% | +105.7% | -89.4% | +2.5% |
| YTD | -16.1% | +155.3% | -171.4% | -29.4% |
| 1Y | -26.8% | +402.7% | -429.5% | -46.7% |
| All | +21.5% | +536.1% | -514.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling