+19.4%
BX vs DT
-29.0%
+48.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | -5.7% | -0.5% | -5.1% | -5.5% |
| 30D | -8.9% | +0.1% | -8.9% | -9.1% |
| 3M | +8.4% | +24.1% | -15.7% | -2.8% |
| 6M | +18.9% | +30.1% | -11.2% | +2.4% |
| YTD | -13.6% | +16.8% | -30.4% | -22.1% |
| 1Y | -22.4% | -0.1% | -22.3% | -25.0% |
| 3Y | +26.0% | +6.8% | +19.2% | +14.3% |
| All | +19.4% | -29.0% | +48.4% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling