-19.6%
BX vs D
+19.1%
-38.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -2.0% | +0.8% | -2.7% | -2.1% |
| 30D | -2.3% | -0.7% | -1.6% | -2.2% |
| 3M | +18.5% | +2.1% | +16.4% | +18.1% |
| 6M | +23.7% | +6.8% | +16.9% | +22.6% |
| YTD | -10.4% | +16.5% | -26.9% | -13.1% |
| 1Y | -19.6% | +19.2% | -38.7% | -23.4% |
| All | -19.6% | +19.1% | -38.7% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling