+967.7%
BX vs D
+258.4%
+709.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -4.4% | +1.5% | -5.8% | -5.2% |
| 30D | +0.1% | -2.6% | +2.7% | +1.7% |
| 3M | +16.0% | 0.0% | +16.0% | +15.8% |
| 6M | +21.6% | +7.4% | +14.3% | +15.3% |
| YTD | -8.9% | +15.9% | -24.8% | -17.8% |
| 1Y | -16.6% | +18.1% | -34.7% | -25.9% |
| 3Y | +43.3% | +58.4% | -15.0% | +1.8% |
| 5Y | +25.7% | +5.2% | +20.5% | +14.9% |
| 10Y | +689.5% | +35.9% | +653.6% | +443.6% |
| All | +967.7% | +258.4% | +709.4% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling