-16.6%
BX vs DVA
+35.1%
-51.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -4.4% | +1.8% | -6.2% | -4.3% |
| 30D | +0.1% | -2.5% | +2.6% | 0.0% |
| 3M | +16.0% | -4.3% | +20.3% | +16.2% |
| 6M | +21.6% | +18.9% | +2.8% | +23.8% |
| YTD | -8.9% | +61.9% | -70.8% | -4.3% |
| 1Y | -16.6% | +35.7% | -52.3% | -12.6% |
| All | -16.6% | +35.1% | -51.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling