+851.5%
BX vs O
+542.3%
+309.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +14.2% | +7.1% | +7.1% | +10.3% |
| 3M | -18.7% | -5.2% | -13.5% | -16.2% |
| 6M | +2.5% | -1.8% | +4.2% | +3.4% |
| YTD | -18.8% | +9.1% | -27.9% | -22.9% |
| 1Y | -10.3% | +9.7% | -20.0% | -15.2% |
| 3Y | +35.4% | +39.1% | -3.8% | +11.3% |
| 5Y | +0.3% | +8.4% | -8.1% | -4.7% |
| 10Y | +668.4% | +80.2% | +588.2% | +419.4% |
| All | +851.5% | +542.3% | +309.2% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling