+679.5%
BX vs DAL
+128.9%
+550.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -2.0% | +3.4% | -5.3% | -3.3% |
| 30D | -2.3% | -13.6% | +11.2% | +3.6% |
| 3M | +18.5% | +1.2% | +17.3% | +17.4% |
| 6M | +23.7% | +34.5% | -10.8% | +8.6% |
| YTD | -10.4% | +14.7% | -25.0% | -16.3% |
| 1Y | -19.6% | +29.2% | -48.8% | -29.0% |
| 3Y | +30.8% | +100.0% | -69.2% | -6.9% |
| 5Y | +24.3% | +106.3% | -82.0% | -14.3% |
| 10Y | +679.5% | +126.4% | +553.1% | +404.1% |
| All | +679.5% | +128.9% | +550.6% | +404.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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