+668.7%
BX vs DRI
+348.4%
+320.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.0% | -3.0% |
| 7D | -5.7% | -4.8% | -0.8% | -3.7% |
| 30D | -8.9% | -3.9% | -5.0% | -7.5% |
| 3M | +8.4% | +5.1% | +3.3% | +5.7% |
| 6M | +18.9% | +5.5% | +13.4% | +15.5% |
| YTD | -13.6% | +16.5% | -30.1% | -19.9% |
| 1Y | -22.4% | +2.0% | -24.4% | -24.3% |
| 3Y | +26.0% | +54.5% | -28.5% | +1.6% |
| 5Y | +18.8% | +66.6% | -47.8% | -7.1% |
| 10Y | +668.7% | +353.6% | +315.1% | +326.1% |
| All | +668.7% | +348.4% | +320.3% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling