+0.4%
BX vs OMC
+52.4%
-52.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.7% |
| 7D | +0.6% | +1.9% | -1.3% | -0.4% |
| 30D | +14.2% | +12.2% | +2.0% | +7.2% |
| 3M | -18.7% | +0.6% | -19.3% | -19.1% |
| 6M | +2.5% | +21.0% | -18.5% | -8.7% |
| YTD | -18.8% | +12.4% | -31.2% | -25.5% |
| 1Y | -10.3% | +25.4% | -35.7% | -23.9% |
| 3Y | +35.4% | +29.2% | +6.2% | +7.4% |
| All | +0.4% | +52.4% | -52.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling