+24.3%
BX vs DAR
-8.5%
+32.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | -2.3% | +13.0% | -15.3% | -6.6% |
| 3M | +18.5% | +15.0% | +3.5% | +11.8% |
| 6M | +23.7% | +26.8% | -3.1% | +11.8% |
| YTD | -10.4% | +86.4% | -96.8% | -30.0% |
| 1Y | -19.6% | +115.1% | -134.7% | -41.5% |
| 3Y | +30.8% | +14.6% | +16.2% | +19.5% |
| 5Y | +24.3% | -8.8% | +33.1% | +21.3% |
| All | +24.3% | -8.5% | +32.9% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling