+123.3%
BX vs OSCR
-9.0%
+132.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | -5.6% | +1.6% | -7.2% | -5.8% |
| 30D | -12.2% | +10.7% | -22.9% | -13.6% |
| 3M | +7.4% | +13.4% | -6.0% | +4.8% |
| 6M | +22.2% | +144.6% | -122.4% | +5.9% |
| YTD | -14.0% | +128.0% | -142.1% | -24.9% |
| 1Y | -27.3% | +68.7% | -95.9% | -34.6% |
| 3Y | +24.5% | +398.8% | -374.2% | -13.8% |
| 5Y | +18.9% | +87.3% | -68.4% | -17.3% |
| All | +123.3% | -9.0% | +132.3% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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