+967.7%
BX vs DRI
+911.1%
+56.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -4.4% | +0.6% | -5.0% | -4.7% |
| 30D | +0.1% | +3.8% | -3.8% | -2.0% |
| 3M | +16.0% | +13.0% | +3.0% | +8.6% |
| 6M | +21.6% | +8.3% | +13.3% | +15.9% |
| YTD | -8.9% | +20.6% | -29.5% | -18.1% |
| 1Y | -16.6% | +6.5% | -23.1% | -20.7% |
| 3Y | +43.3% | +53.7% | -10.4% | +11.2% |
| 5Y | +25.7% | +72.7% | -47.0% | -7.4% |
| 10Y | +689.5% | +363.2% | +326.3% | +196.5% |
| All | +967.7% | +911.1% | +56.6% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling