+23.3%
BX vs DRI
+71.2%
-47.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.6% |
| 7D | -2.0% | -1.2% | -0.7% | -1.3% |
| 30D | -2.3% | -0.4% | -1.9% | -2.4% |
| 3M | +18.5% | +9.5% | +9.0% | +11.6% |
| 6M | +23.7% | +6.5% | +17.3% | +17.8% |
| YTD | -10.4% | +18.4% | -28.8% | -20.7% |
| 1Y | -19.6% | +4.2% | -23.8% | -23.4% |
| 3Y | +30.8% | +57.1% | -26.3% | -9.9% |
| All | +23.3% | +71.2% | -47.9% | -24.5% |
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