+642.7%
BX vs O
+54.2%
+588.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | -8.9% | -3.5% | -5.4% | -7.2% |
| 30D | -14.8% | -3.3% | -11.5% | -13.3% |
| 3M | +6.9% | -2.8% | +9.8% | +8.4% |
| 6M | +16.3% | -5.8% | +22.0% | +19.5% |
| YTD | -16.1% | +9.4% | -25.5% | -20.5% |
| 1Y | -26.8% | +5.7% | -32.5% | -29.5% |
| 3Y | +22.4% | +27.2% | -4.8% | +5.5% |
| 5Y | +16.0% | +17.2% | -1.2% | +5.9% |
| All | +642.7% | +54.2% | +588.5% | +525.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling