+661.1%
BX vs DTE
+137.8%
+523.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.2% |
| 7D | -5.6% | -2.6% | -3.0% | -4.3% |
| 30D | -12.2% | -4.4% | -7.8% | -10.1% |
| 3M | +7.4% | -8.3% | +15.7% | +12.2% |
| 6M | +22.2% | -8.1% | +30.2% | +27.1% |
| YTD | -14.0% | +4.4% | -18.4% | -17.1% |
| 1Y | -27.3% | +0.2% | -27.5% | -28.3% |
| 3Y | +24.5% | +42.6% | -18.1% | -1.1% |
| 5Y | +18.9% | +31.5% | -12.6% | -1.4% |
| All | +661.1% | +137.8% | +523.2% | +376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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