+18.8%
BX vs DLR
+40.9%
-22.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.5% |
| 7D | -5.7% | +2.9% | -8.6% | -7.3% |
| 30D | -8.9% | -1.2% | -7.7% | -8.5% |
| 3M | +8.4% | +2.9% | +5.5% | +5.2% |
| 6M | +18.9% | +6.7% | +12.3% | +13.0% |
| YTD | -13.6% | +23.9% | -37.5% | -25.7% |
| 1Y | -22.4% | +18.6% | -41.1% | -31.8% |
| 3Y | +26.0% | +59.7% | -33.7% | -12.3% |
| 5Y | +18.8% | +42.1% | -23.3% | -14.4% |
| All | +18.8% | +40.9% | -22.1% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling