+967.7%
BX vs DAR
+626.8%
+341.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -4.4% | +1.4% | -5.7% | -5.0% |
| 30D | +0.1% | +12.8% | -12.7% | -5.1% |
| 3M | +16.0% | +7.4% | +8.7% | +11.5% |
| 6M | +21.6% | +22.3% | -0.6% | +10.0% |
| YTD | -8.9% | +81.1% | -90.0% | -29.8% |
| 1Y | -16.6% | +106.5% | -123.1% | -40.1% |
| 3Y | +43.3% | +5.3% | +38.0% | +28.5% |
| 5Y | +25.7% | -11.5% | +37.2% | +18.2% |
| 10Y | +689.5% | +353.3% | +336.2% | +237.9% |
| All | +967.7% | +626.8% | +341.0% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling