+18.4%
BX vs DTE
+30.3%
-11.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.1% |
| 7D | -5.6% | -2.6% | -3.0% | -4.4% |
| 30D | -12.2% | -4.4% | -7.8% | -10.3% |
| 3M | +7.4% | -8.3% | +15.7% | +11.8% |
| 6M | +22.2% | -8.1% | +30.2% | +26.7% |
| YTD | -14.0% | +4.4% | -18.4% | -17.3% |
| 1Y | -27.3% | +0.2% | -27.5% | -28.5% |
| 3Y | +24.5% | +42.6% | -18.1% | -2.2% |
| All | +18.4% | +30.3% | -11.8% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling