+157.4%
BX vs RVMD
+636.2%
-478.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.7% |
| 7D | -5.7% | -0.7% | -4.9% | -5.5% |
| 30D | -8.9% | +0.3% | -9.2% | -9.1% |
| 3M | +8.4% | +38.9% | -30.5% | +0.8% |
| 6M | +18.9% | +108.1% | -89.2% | 0.0% |
| YTD | -13.6% | +160.7% | -174.4% | -32.1% |
| 1Y | -22.4% | +407.3% | -429.7% | -48.1% |
| 3Y | +26.0% | +546.6% | -520.6% | -24.4% |
| 5Y | +18.8% | +579.8% | -561.0% | -35.5% |
| All | +157.4% | +636.2% | -478.8% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling