+848.6%
BX vs DOC
+119.8%
+728.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.4% |
| 7D | +0.3% | +6.2% | -5.9% | -2.8% |
| 30D | +6.7% | +6.5% | +0.2% | +3.4% |
| 3M | -11.1% | -6.2% | -4.8% | -8.1% |
| 6M | -0.4% | +25.6% | -26.0% | -12.9% |
| YTD | -19.1% | +32.1% | -51.1% | -31.3% |
| 1Y | -13.6% | +20.3% | -33.8% | -23.1% |
| 3Y | +30.7% | +42.7% | -12.0% | +5.0% |
| 5Y | +0.3% | -22.2% | +22.4% | +11.0% |
| 10Y | +687.5% | +16.5% | +670.9% | +552.8% |
| All | +848.6% | +119.8% | +728.9% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling