-16.6%
BX vs DT
+4.0%
-20.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -4.4% | -3.3% | -1.1% | -3.7% |
| 30D | +0.1% | +2.0% | -2.0% | -0.4% |
| 3M | +16.0% | +20.0% | -4.0% | +11.0% |
| 6M | +21.6% | +39.3% | -17.7% | +10.6% |
| YTD | -8.9% | +19.8% | -28.6% | -17.3% |
| 1Y | -16.6% | +4.3% | -20.9% | -24.1% |
| All | -16.6% | +4.0% | -20.6% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling