+54.2%
RSP vs BX
+34.2%
+20.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -0.4% | -2.0% | +1.6% | +0.2% |
| 30D | -1.5% | -2.3% | +0.8% | -1.0% |
| 3M | +4.8% | +18.5% | -13.7% | -0.7% |
| 6M | +10.3% | +23.7% | -13.5% | +2.6% |
| YTD | +14.1% | -10.4% | +24.4% | +16.8% |
| 1Y | +17.0% | -19.6% | +36.6% | +23.8% |
| 3Y | +54.2% | +30.8% | +23.4% | +34.7% |
| All | +54.2% | +34.2% | +20.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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