+838.5%
BX vs DRI
+971.2%
-132.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.6% |
| 7D | -1.1% | -0.3% | -0.7% | -0.9% |
| 30D | +8.8% | +10.8% | -2.0% | +3.6% |
| 3M | -18.3% | +0.9% | -19.2% | -18.9% |
| 6M | -1.5% | +16.3% | -17.8% | -9.3% |
| YTD | -19.9% | +27.8% | -47.7% | -30.1% |
| 1Y | -14.5% | +33.9% | -48.4% | -27.2% |
| 3Y | +32.3% | +67.2% | -34.9% | -1.5% |
| 5Y | -1.1% | +79.0% | -80.1% | -28.3% |
| 10Y | +657.8% | +332.2% | +325.6% | +197.9% |
| All | +838.5% | +971.2% | -132.7% | +50.8% |
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