+25.1%
BX vs O
+28.0%
-2.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.1% |
| 7D | -5.7% | -2.3% | -3.4% | -4.8% |
| 30D | -8.9% | -2.4% | -6.4% | -8.0% |
| 3M | +8.4% | -0.6% | +9.0% | +8.5% |
| 6M | +18.9% | -5.0% | +23.9% | +21.1% |
| YTD | -13.6% | +10.4% | -24.0% | -18.2% |
| 1Y | -22.4% | +6.6% | -29.0% | -25.4% |
| All | +25.1% | +28.0% | -2.9% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling