+851.5%
BX vs DLR
+907.9%
-56.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.4% |
| 7D | +0.6% | +3.3% | -2.7% | -1.3% |
| 30D | +14.2% | +4.6% | +9.7% | +11.1% |
| 3M | -18.7% | -8.3% | -10.5% | -15.3% |
| 6M | +2.5% | -5.6% | +8.1% | +4.5% |
| YTD | -18.8% | +18.7% | -37.5% | -27.2% |
| 1Y | -10.3% | +17.1% | -27.4% | -19.1% |
| 3Y | +35.4% | +54.4% | -19.0% | +2.8% |
| 5Y | +0.3% | +36.5% | -36.2% | -19.4% |
| 10Y | +668.4% | +187.7% | +480.7% | +283.0% |
| All | +851.5% | +907.9% | -56.3% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling