+401.5%
BX vs DOW
-15.4%
+417.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -2.0% | -2.9% | +1.0% | -0.8% |
| 30D | -2.3% | +2.0% | -4.3% | -3.4% |
| 3M | +18.5% | -12.5% | +31.1% | +24.0% |
| 6M | +23.7% | -9.2% | +32.9% | +23.7% |
| YTD | -10.4% | +30.8% | -41.1% | -25.7% |
| 1Y | -19.6% | +29.4% | -49.0% | -34.3% |
| 3Y | +30.8% | -34.6% | +65.4% | +48.6% |
| 5Y | +24.3% | -35.9% | +60.3% | +42.9% |
| All | +401.5% | -15.4% | +417.0% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling