-27.3%
BX vs DRI
+2.4%
-29.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +2.2% |
| 7D | -5.6% | -3.2% | -2.4% | -4.9% |
| 30D | -12.2% | -7.8% | -4.4% | -10.7% |
| 3M | +7.4% | +0.4% | +7.0% | +6.9% |
| 6M | +22.2% | +4.8% | +17.4% | +19.8% |
| YTD | -14.0% | +16.7% | -30.7% | -17.3% |
| 1Y | -27.3% | +1.5% | -28.8% | -33.0% |
| All | -27.3% | +2.4% | -29.7% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling