+18.8%
BX vs ONTO
+268.0%
-249.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.4% |
| 7D | -5.7% | +9.4% | -15.0% | -8.3% |
| 30D | -8.9% | -4.4% | -4.4% | -8.5% |
| 3M | +8.4% | +1.6% | +6.8% | +2.7% |
| 6M | +18.9% | +45.3% | -26.3% | -2.5% |
| YTD | -13.6% | +76.4% | -90.0% | -34.5% |
| 1Y | -22.4% | +167.2% | -189.6% | -50.3% |
| 3Y | +26.0% | +116.6% | -90.5% | -27.6% |
| 5Y | +18.8% | +263.7% | -245.0% | -53.1% |
| All | +18.8% | +268.0% | -249.2% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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