+271.9%
BX vs DT
+103.5%
+168.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -4.4% | -3.3% | -1.1% | -3.1% |
| 30D | +0.1% | +2.0% | -2.0% | -0.9% |
| 3M | +16.0% | +20.0% | -4.0% | +6.9% |
| 6M | +21.6% | +39.3% | -17.7% | +3.8% |
| YTD | -8.9% | +19.8% | -28.6% | -17.5% |
| 1Y | -16.6% | +4.3% | -20.9% | -20.6% |
| 3Y | +43.3% | +7.7% | +35.6% | +32.0% |
| 5Y | +25.7% | -26.8% | +52.5% | +26.1% |
| All | +271.9% | +103.5% | +168.4% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling