+967.7%
BX vs D
+258.4%
+709.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | -4.4% | +0.4% | -4.8% | -4.7% |
| 30D | +0.1% | -3.6% | +3.6% | +2.3% |
| 3M | +16.0% | -1.0% | +17.0% | +16.5% |
| 6M | +21.6% | +6.3% | +15.3% | +16.0% |
| YTD | -8.9% | +14.7% | -23.6% | -17.3% |
| 1Y | -16.6% | +16.9% | -33.6% | -25.5% |
| 3Y | +43.3% | +56.8% | -13.5% | +2.4% |
| 5Y | +25.7% | +5.2% | +20.5% | +14.8% |
| 10Y | +689.5% | +35.9% | +653.6% | +443.1% |
| All | +967.7% | +258.4% | +709.4% | +176.0% |
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