-14.5%
BX vs RVTY
+67.3%
-81.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | -1.1% | +4.1% | -5.2% | -2.3% |
| 30D | +8.8% | +1.3% | +7.5% | +8.1% |
| 3M | -18.3% | +33.3% | -51.5% | -26.8% |
| 6M | -1.5% | +58.3% | -59.8% | -18.4% |
| YTD | -19.9% | +62.7% | -82.6% | -33.8% |
| 1Y | -14.5% | +67.2% | -81.7% | -29.5% |
| All | -14.5% | +67.3% | -81.8% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling