-26.8%
BX vs DLR
+14.5%
-41.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.0% |
| 7D | -8.9% | -1.3% | -7.6% | -8.4% |
| 30D | -14.8% | -2.9% | -11.9% | -13.9% |
| 3M | +6.9% | +3.2% | +3.7% | +4.0% |
| 6M | +16.3% | +3.9% | +12.4% | +13.7% |
| YTD | -16.1% | +21.4% | -37.5% | -23.1% |
| 1Y | -26.8% | +9.7% | -36.5% | -30.2% |
| All | -26.8% | +14.5% | -41.3% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling