+912.2%
BX vs DTE
+572.6%
+339.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.1% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -8.9% | -0.5% | -8.4% | -8.7% |
| 3M | +8.4% | -6.0% | +14.4% | +12.4% |
| 6M | +18.9% | -7.2% | +26.1% | +24.0% |
| YTD | -13.6% | +7.2% | -20.8% | -18.7% |
| 1Y | -22.4% | +4.1% | -26.5% | -25.6% |
| 3Y | +26.0% | +46.9% | -20.9% | -6.6% |
| 5Y | +18.8% | +32.9% | -14.1% | -6.5% |
| 10Y | +668.7% | +144.5% | +524.3% | +256.4% |
| All | +912.2% | +572.6% | +339.6% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling