+18.4%
BX vs DVA
+46.8%
-28.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -12.2% | 0.0% | -12.3% | -12.3% |
| 3M | +7.4% | -10.9% | +18.3% | +8.9% |
| 6M | +22.2% | +17.3% | +4.9% | +17.4% |
| YTD | -14.0% | +59.8% | -73.8% | -23.2% |
| 1Y | -27.3% | +36.3% | -63.6% | -32.6% |
| 3Y | +24.5% | +88.6% | -64.1% | +4.5% |
| All | +18.4% | +46.8% | -28.4% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling