+25.1%
BX vs DOW
-35.5%
+60.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -5.7% | -6.0% | +0.3% | -4.2% |
| 30D | -8.9% | -2.7% | -6.1% | -8.4% |
| 3M | +8.4% | -10.5% | +18.9% | +11.1% |
| 6M | +18.9% | -12.4% | +31.4% | +19.9% |
| YTD | -13.6% | +30.0% | -43.7% | -25.6% |
| 1Y | -22.4% | +27.8% | -50.2% | -33.4% |
| All | +25.1% | -35.5% | +60.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 3y: compounded portfolio wealth divided by compounded DOW 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…
3y analysis · Full analysis span regression · 6 months rolling