+4,404.4%
DELL vs BX
+673.1%
+3,731.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.5% | +9.5% | +10.9% |
| 7D | +8.2% | -5.6% | +13.8% | +11.0% |
| 30D | +17.1% | -12.2% | +29.3% | +23.9% |
| 3M | +45.2% | +7.4% | +37.8% | +39.7% |
| 6M | +286.8% | +22.2% | +264.6% | +248.2% |
| YTD | +354.8% | -14.0% | +368.8% | +377.1% |
| 1Y | +358.3% | -27.3% | +385.6% | +415.9% |
| 3Y | +724.9% | +24.5% | +700.4% | +625.1% |
| 5Y | +1,193.7% | +18.9% | +1,174.8% | +988.3% |
| All | +4,404.4% | +673.1% | +3,731.3% | +1,733.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling