+668.7%
BX vs DAR
+364.6%
+304.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -8.9% | +7.4% | -16.3% | -11.6% |
| 3M | +8.4% | +15.7% | -7.3% | +1.8% |
| 6M | +18.9% | +30.0% | -11.1% | +6.1% |
| YTD | -13.6% | +87.5% | -101.2% | -33.0% |
| 1Y | -22.4% | +113.4% | -135.8% | -43.5% |
| 3Y | +26.0% | +15.3% | +10.7% | +11.5% |
| 5Y | +18.8% | -4.3% | +23.1% | +11.2% |
| 10Y | +668.7% | +380.2% | +288.6% | +261.6% |
| All | +668.7% | +364.6% | +304.1% | +261.6% |
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