+912.2%
BX vs DE
+1,484.8%
-572.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.3% |
| 7D | -5.7% | -3.0% | -2.6% | -3.8% |
| 30D | -8.9% | +11.1% | -20.0% | -15.3% |
| 3M | +8.4% | +17.6% | -9.2% | -3.2% |
| 6M | +18.9% | +13.6% | +5.3% | +7.3% |
| YTD | -13.6% | +46.3% | -59.9% | -34.9% |
| 1Y | -22.4% | +44.2% | -66.6% | -41.4% |
| 3Y | +26.0% | +76.6% | -50.6% | -17.9% |
| 5Y | +18.8% | +98.2% | -79.4% | -31.5% |
| 10Y | +668.7% | +863.5% | -194.8% | +32.6% |
| All | +912.2% | +1,484.8% | -572.6% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling