+661.1%
BX vs DVA
+187.8%
+473.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -5.6% | -1.3% | -4.3% | -5.3% |
| 30D | -12.2% | 0.0% | -12.3% | -12.3% |
| 3M | +7.4% | -10.9% | +18.3% | +9.7% |
| 6M | +22.2% | +17.3% | +4.9% | +15.0% |
| YTD | -14.0% | +59.8% | -73.8% | -27.0% |
| 1Y | -27.3% | +36.3% | -63.6% | -35.3% |
| 3Y | +24.5% | +88.6% | -64.1% | -3.5% |
| 5Y | +18.9% | +47.5% | -28.7% | -4.0% |
| All | +661.1% | +187.8% | +473.2% | +391.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling