+661.1%
BX vs DE
+863.9%
-202.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -5.6% | -2.6% | -3.0% | -4.4% |
| 30D | -12.2% | +9.0% | -21.3% | -16.3% |
| 3M | +7.4% | +19.1% | -11.7% | -2.2% |
| 6M | +22.2% | +14.4% | +7.8% | +12.5% |
| YTD | -14.0% | +45.9% | -60.0% | -31.3% |
| 1Y | -27.3% | +43.6% | -70.9% | -41.6% |
| 3Y | +24.5% | +75.9% | -51.3% | -11.1% |
| 5Y | +18.9% | +98.8% | -79.9% | -22.8% |
| All | +661.1% | +863.9% | -202.8% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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