+251.1%
BX vs DT
+100.3%
+150.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | -5.6% | -1.6% | -4.0% | -5.1% |
| 30D | -12.2% | +3.0% | -15.3% | -13.4% |
| 3M | +7.4% | +26.5% | -19.1% | -3.2% |
| 6M | +22.2% | +35.9% | -13.8% | +5.3% |
| YTD | -14.0% | +17.8% | -31.8% | -21.7% |
| 1Y | -27.3% | +4.1% | -31.3% | -30.6% |
| 3Y | +24.5% | +5.3% | +19.3% | +15.8% |
| 5Y | +18.9% | -27.2% | +46.0% | +19.5% |
| All | +251.1% | +100.3% | +150.8% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling