+21.5%
BX vs OMC
+11.1%
+10.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.5% |
| 7D | -8.9% | -6.2% | -2.7% | -6.2% |
| 30D | -14.8% | -7.6% | -7.2% | -11.8% |
| 3M | +6.9% | +7.4% | -0.5% | +3.0% |
| 6M | +16.3% | +0.1% | +16.1% | +15.6% |
| YTD | -16.1% | +0.4% | -16.5% | -16.8% |
| 1Y | -26.8% | +7.8% | -34.5% | -30.8% |
| All | +21.5% | +11.1% | +10.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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