+489.7%
RSP vs BX
+815.3%
-325.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | +4.3% | +14.2% | -10.0% | -0.2% |
| 3M | -0.3% | -18.7% | +18.4% | +5.9% |
| 6M | +9.8% | +2.5% | +7.4% | +7.8% |
| YTD | +16.8% | -18.8% | +35.6% | +22.3% |
| 1Y | +19.5% | -10.3% | +29.8% | +21.0% |
| 3Y | +65.1% | +35.4% | +29.8% | +43.3% |
| 5Y | +48.7% | +0.3% | +48.4% | +35.7% |
| 10Y | +213.6% | +668.4% | -454.8% | +49.4% |
| All | +489.7% | +815.3% | -325.5% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling