+635.8%
BX vs DRI
+331.7%
+304.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +14.2% | +9.7% | +4.5% | +10.0% |
| 3M | -18.7% | +3.2% | -21.9% | -20.0% |
| 6M | +2.5% | +20.6% | -18.1% | -5.9% |
| YTD | -18.8% | +28.3% | -47.1% | -27.8% |
| 1Y | -10.3% | +34.5% | -44.8% | -22.0% |
| 3Y | +35.4% | +66.5% | -31.1% | +5.7% |
| 5Y | +0.3% | +79.6% | -79.4% | -24.1% |
| All | +635.8% | +331.7% | +304.1% | +298.8% |
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