+21.5%
BX vs DVA
+89.4%
-67.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -14.8% | +1.7% | -16.5% | -14.9% |
| 3M | +6.9% | -8.7% | +15.6% | +7.4% |
| 6M | +16.3% | +19.7% | -3.4% | +13.7% |
| YTD | -16.1% | +59.6% | -75.7% | -21.3% |
| 1Y | -26.8% | +37.1% | -63.9% | -29.4% |
| All | +21.5% | +89.4% | -67.9% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling