+0.4%
BX vs RY
+122.0%
-121.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +1.2% |
| 7D | +1.8% | -0.9% | +2.7% | +3.0% |
| 30D | +7.9% | +5.9% | +2.0% | +1.4% |
| 3M | -9.6% | -4.3% | -5.3% | -5.3% |
| 6M | -2.3% | +12.1% | -14.4% | -14.4% |
| YTD | -19.3% | +20.3% | -39.5% | -34.8% |
| 1Y | -13.2% | +41.0% | -54.3% | -41.8% |
| 3Y | +33.8% | +157.5% | -123.7% | -56.6% |
| All | +0.4% | +122.0% | -121.6% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 5y: compounded portfolio wealth divided by compounded RY 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…
5y analysis · Full analysis span regression · 6 months rolling