+661.1%
BX vs DD
+66.6%
+594.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.6% |
| 7D | -5.6% | -3.5% | -2.1% | -3.6% |
| 30D | -12.2% | -11.7% | -0.6% | -5.8% |
| 3M | +7.4% | -9.2% | +16.6% | +13.5% |
| 6M | +22.2% | -7.2% | +29.4% | +26.0% |
| YTD | -14.0% | +6.6% | -20.6% | -18.6% |
| 1Y | -27.3% | +32.0% | -59.3% | -39.9% |
| 3Y | +24.5% | +42.1% | -17.6% | -4.4% |
| 5Y | +18.9% | +58.1% | -39.2% | -13.9% |
| All | +661.1% | +66.6% | +594.5% | +344.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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