+497.2%
DIA vs BX
+815.3%
-318.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +2.1% | +0.6% | +1.6% | +2.0% |
| 30D | +1.5% | +14.2% | -12.8% | -2.1% |
| 3M | -2.4% | -18.7% | +16.3% | +2.6% |
| 6M | +6.0% | +2.5% | +3.5% | +4.4% |
| YTD | +10.1% | -18.8% | +28.9% | +14.4% |
| 1Y | +11.8% | -10.3% | +22.1% | +13.2% |
| 3Y | +59.7% | +35.4% | +24.3% | +42.5% |
| 5Y | +57.9% | +0.3% | +57.6% | +46.3% |
| 10Y | +236.2% | +668.4% | -432.1% | +85.6% |
| All | +497.2% | +815.3% | -318.0% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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