+851.5%
BX vs DD
+229.1%
+622.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +0.6% | +5.0% | -4.4% | -2.4% |
| 30D | +14.2% | +19.7% | -5.4% | +1.7% |
| 3M | -18.7% | +7.2% | -25.9% | -22.7% |
| 6M | +2.5% | +1.0% | +1.4% | +0.8% |
| YTD | -18.8% | +29.1% | -47.9% | -32.3% |
| 1Y | -10.3% | +28.5% | -38.8% | -25.2% |
| 3Y | +35.4% | +89.4% | -54.1% | -14.5% |
| 5Y | +0.3% | +67.1% | -66.9% | -31.1% |
| 10Y | +668.4% | +97.5% | +570.8% | +321.0% |
| All | +851.5% | +229.1% | +622.4% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling