+642.7%
BX vs DLR
+172.7%
+469.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -1.8% |
| 7D | -8.9% | -1.3% | -7.6% | -8.3% |
| 30D | -14.8% | -2.9% | -11.9% | -13.7% |
| 3M | +6.9% | +3.2% | +3.7% | +4.2% |
| 6M | +16.3% | +3.9% | +12.4% | +13.1% |
| YTD | -16.1% | +21.4% | -37.5% | -25.0% |
| 1Y | -26.8% | +9.7% | -36.5% | -31.2% |
| 3Y | +22.4% | +56.5% | -34.1% | -6.2% |
| 5Y | +16.0% | +41.5% | -25.5% | -8.6% |
| All | +642.7% | +172.7% | +469.9% | +351.4% |
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