+18.4%
BX vs DE
+97.2%
-78.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -5.6% | -2.6% | -3.0% | -4.5% |
| 30D | -12.2% | +9.0% | -21.3% | -15.9% |
| 3M | +7.4% | +19.1% | -11.7% | -1.3% |
| 6M | +22.2% | +14.4% | +7.8% | +13.6% |
| YTD | -14.0% | +45.9% | -60.0% | -30.5% |
| 1Y | -27.3% | +43.6% | -70.9% | -41.0% |
| 3Y | +24.5% | +75.9% | -51.3% | -10.2% |
| All | +18.4% | +97.2% | -78.7% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling