+4.8%
BX vs DOC
-20.0%
+24.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | +3.7% | +4.3% | -0.7% | +1.1% |
| 30D | +8.2% | +9.2% | -0.9% | +2.7% |
| 3M | -12.7% | -0.8% | -11.8% | -12.3% |
| 6M | +1.0% | +7.1% | -6.1% | -3.7% |
| YTD | -17.2% | +34.0% | -51.2% | -33.0% |
| 1Y | -11.6% | +23.2% | -34.8% | -24.4% |
| 3Y | +36.8% | +53.6% | -16.9% | -4.7% |
| 5Y | +4.8% | -20.4% | +25.3% | +25.1% |
| All | +4.8% | -20.0% | +24.8% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling