+694.8%
BX vs DOC
-2.1%
+696.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.2% |
| 7D | -4.4% | -1.5% | -2.9% | -3.7% |
| 30D | +0.1% | -4.8% | +4.9% | +2.5% |
| 3M | +16.0% | +6.9% | +9.1% | +11.6% |
| 6M | +21.6% | +20.7% | +0.9% | +8.7% |
| YTD | -8.9% | +34.1% | -43.0% | -23.2% |
| 1Y | -16.6% | +22.6% | -39.3% | -26.6% |
| 3Y | +43.3% | +20.8% | +22.5% | +25.6% |
| 5Y | +25.7% | -24.9% | +50.6% | +39.1% |
| All | +694.8% | -2.1% | +696.9% | +663.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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