+4.8%
BX vs DRI
+75.0%
-70.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +3.7% | +4.2% | -0.6% | +1.3% |
| 30D | +8.2% | +15.7% | -7.5% | -0.6% |
| 3M | -12.7% | +5.8% | -18.4% | -15.9% |
| 6M | +1.0% | +18.4% | -17.5% | -9.8% |
| YTD | -17.2% | +28.2% | -45.4% | -30.6% |
| 1Y | -11.6% | +35.9% | -47.5% | -29.0% |
| 3Y | +36.8% | +67.7% | -31.0% | -11.2% |
| 5Y | +4.8% | +77.9% | -73.1% | -39.2% |
| All | +4.8% | +75.0% | -70.2% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling