-8.5%
BX vs O
+8.1%
-16.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.3% | +5.0% |
| 7D | +8.3% | +5.8% | +2.5% | +6.0% |
| 30D | +13.5% | +10.7% | +2.9% | +9.9% |
| 3M | -7.6% | -4.5% | -3.1% | -8.1% |
| 6M | +4.0% | -4.1% | +8.1% | +3.3% |
| YTD | -15.2% | +9.8% | -25.0% | -20.9% |
| 1Y | -8.5% | +11.3% | -19.8% | -16.9% |
| All | -8.5% | +8.1% | -16.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling