+0.3%
BX vs DOC
-22.1%
+22.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.4% |
| 7D | +0.3% | +6.2% | -5.9% | -3.3% |
| 30D | +6.7% | +6.5% | +0.2% | +2.8% |
| 3M | -11.1% | -6.2% | -4.8% | -7.7% |
| 6M | -0.4% | +25.6% | -26.0% | -15.2% |
| YTD | -19.1% | +32.1% | -51.1% | -33.9% |
| 1Y | -13.6% | +20.3% | -33.8% | -24.9% |
| 3Y | +30.7% | +42.7% | -12.0% | -3.7% |
| 5Y | +0.3% | -22.2% | +22.4% | +21.3% |
| All | +0.3% | -22.1% | +22.3% | +21.3% |
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