+25.1%
BX vs DD
+42.2%
-17.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.4% |
| 7D | -5.7% | -3.8% | -1.9% | -3.9% |
| 30D | -8.9% | -9.2% | +0.3% | -4.5% |
| 3M | +8.4% | -9.0% | +17.4% | +13.3% |
| 6M | +18.9% | -5.0% | +23.9% | +20.7% |
| YTD | -13.6% | +7.4% | -21.0% | -17.9% |
| 1Y | -22.4% | +35.1% | -57.6% | -35.4% |
| All | +25.1% | +42.2% | -17.1% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling