+36.8%
BX vs DRI
+69.5%
-32.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.7% | +4.2% | -0.6% | +2.2% |
| 30D | +8.2% | +15.7% | -7.5% | +3.0% |
| 3M | -12.7% | +5.8% | -18.4% | -14.5% |
| 6M | +1.0% | +18.4% | -17.5% | -5.4% |
| YTD | -17.2% | +28.2% | -45.4% | -25.2% |
| 1Y | -11.6% | +35.9% | -47.5% | -22.0% |
| 3Y | +36.8% | +67.7% | -31.0% | +9.2% |
| All | +36.8% | +69.5% | -32.7% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling