+29.8%
BX vs DLR
+59.0%
-29.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -2.0% | +3.4% | -5.4% | -3.7% |
| 30D | -2.3% | -2.2% | -0.1% | -1.4% |
| 3M | +18.5% | +4.7% | +13.8% | +14.4% |
| 6M | +23.7% | +9.0% | +14.7% | +17.0% |
| YTD | -10.4% | +24.1% | -34.5% | -21.4% |
| 1Y | -19.6% | +20.9% | -40.5% | -28.8% |
| All | +29.8% | +59.0% | -29.2% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling