-27.3%
BX vs DE
+45.1%
-72.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | -5.6% | -2.6% | -3.0% | -5.4% |
| 30D | -12.2% | +9.0% | -21.3% | -12.8% |
| 3M | +7.4% | +19.1% | -11.7% | +6.1% |
| 6M | +22.2% | +14.4% | +7.8% | +20.8% |
| YTD | -14.0% | +45.9% | -60.0% | -19.2% |
| 1Y | -27.3% | +43.6% | -70.9% | -31.4% |
| All | -27.3% | +45.1% | -72.4% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling