+635.8%
BX vs DLR
+188.2%
+447.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.4% |
| 7D | +0.6% | +3.3% | -2.7% | -1.2% |
| 30D | +14.2% | +4.6% | +9.7% | +11.2% |
| 3M | -18.7% | -8.3% | -10.5% | -15.4% |
| 6M | +2.5% | -5.6% | +8.1% | +4.5% |
| YTD | -18.8% | +18.7% | -37.5% | -27.0% |
| 1Y | -10.3% | +17.1% | -27.4% | -18.9% |
| 3Y | +35.4% | +54.4% | -19.0% | +3.6% |
| 5Y | +0.3% | +36.5% | -36.2% | -20.1% |
| All | +635.8% | +188.2% | +447.6% | +322.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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