+635.8%
BX vs D
+48.0%
+587.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.6% | -1.4% | +1.9% | +1.2% |
| 30D | +14.2% | +7.7% | +6.5% | +10.8% |
| 3M | -18.7% | -0.3% | -18.5% | -18.6% |
| 6M | +2.5% | +10.1% | -7.6% | -2.0% |
| YTD | -18.8% | +19.1% | -37.9% | -25.2% |
| 1Y | -10.3% | +15.9% | -26.2% | -16.6% |
| 3Y | +35.4% | +75.0% | -39.6% | +2.3% |
| 5Y | +0.3% | +13.4% | -13.1% | -7.7% |
| All | +635.8% | +48.0% | +587.8% | +558.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling