+680.0%
BX vs DAR
+290.1%
+389.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -2.1% |
| 7D | -2.8% | +3.6% | -6.4% | -4.0% |
| 30D | +7.3% | -11.3% | +18.6% | +11.2% |
| 3M | -16.3% | -13.1% | -3.2% | -13.2% |
| 6M | +2.5% | -15.1% | +17.6% | +6.4% |
| YTD | -17.6% | +50.5% | -68.1% | -31.5% |
| 1Y | -12.4% | +57.9% | -70.3% | -28.8% |
| 3Y | +36.2% | +28.9% | +7.2% | +12.8% |
| 5Y | +3.0% | -31.4% | +34.4% | +8.0% |
| 10Y | +680.0% | +301.0% | +379.0% | +291.3% |
| All | +680.0% | +290.1% | +389.9% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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