+866.0%
BX vs O
+550.5%
+315.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | +7.3% | +9.4% | -2.1% | +2.4% |
| 3M | -16.3% | -2.4% | -13.9% | -15.1% |
| 6M | +2.5% | -1.9% | +4.4% | +3.5% |
| YTD | -17.6% | +10.5% | -28.0% | -22.3% |
| 1Y | -12.4% | +10.0% | -22.3% | -17.3% |
| 3Y | +36.2% | +40.5% | -4.3% | +11.4% |
| 5Y | +3.0% | +10.2% | -7.2% | -3.0% |
| 10Y | +680.0% | +82.5% | +597.5% | +423.7% |
| All | +866.0% | +550.5% | +315.4% | +174.8% |
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