+19.4%
BX vs DD
+58.1%
-38.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.0% |
| 7D | -5.7% | -3.8% | -1.9% | -3.3% |
| 30D | -8.9% | -9.2% | +0.3% | -3.0% |
| 3M | +8.4% | -9.0% | +17.4% | +15.0% |
| 6M | +18.9% | -5.0% | +23.9% | +20.9% |
| YTD | -13.6% | +7.4% | -21.0% | -19.7% |
| 1Y | -22.4% | +35.1% | -57.6% | -39.6% |
| 3Y | +26.0% | +43.2% | -17.2% | -10.5% |
| All | +19.4% | +58.1% | -38.7% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling