+870.1%
BX vs DAR
+474.9%
+395.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | +3.7% | -3.8% | +7.5% | +5.2% |
| 30D | +8.2% | -14.4% | +22.7% | +14.4% |
| 3M | -12.7% | -17.9% | +5.2% | -6.9% |
| 6M | +1.0% | -18.3% | +19.3% | +6.9% |
| YTD | -17.2% | +43.2% | -60.5% | -30.7% |
| 1Y | -11.6% | +57.7% | -69.3% | -29.2% |
| 3Y | +36.8% | +22.7% | +14.0% | +13.8% |
| 5Y | +4.8% | -34.0% | +38.8% | +9.9% |
| 10Y | +672.8% | +279.5% | +393.3% | +251.7% |
| All | +870.1% | +474.9% | +395.2% | +155.0% |
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