+0.4%
BX vs DOW
-28.2%
+28.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.6% | +5.2% | -4.6% | -1.5% |
| 30D | +14.2% | +13.2% | +1.1% | +8.5% |
| 3M | -18.7% | +10.1% | -28.8% | -22.4% |
| 6M | +2.5% | -13.1% | +15.5% | +7.3% |
| YTD | -18.8% | +46.1% | -64.9% | -37.3% |
| 1Y | -10.3% | +50.0% | -60.3% | -32.0% |
| 3Y | +35.4% | -20.2% | +55.6% | +48.8% |
| All | +0.4% | -28.2% | +28.6% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling