+870.1%
BX vs D
+272.1%
+598.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.7% | +2.4% | +1.3% | +2.3% |
| 30D | +8.2% | +10.9% | -2.7% | +1.8% |
| 3M | -12.7% | +2.8% | -15.5% | -14.1% |
| 6M | +1.0% | +12.7% | -11.7% | -6.6% |
| YTD | -17.2% | +20.3% | -37.5% | -26.9% |
| 1Y | -11.6% | +17.1% | -28.7% | -20.9% |
| 3Y | +36.8% | +75.1% | -38.4% | -8.3% |
| 5Y | +4.8% | +13.1% | -8.3% | -8.2% |
| 10Y | +672.8% | +48.3% | +624.5% | +400.9% |
| All | +870.1% | +272.1% | +598.0% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling