+0.4%
BX vs OVV
+84.0%
-83.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +1.8% | -16.7% | +18.5% | +6.9% |
| 30D | +7.9% | -1.5% | +9.4% | +7.7% |
| 3M | -9.6% | +1.6% | -11.2% | -10.8% |
| 6M | -2.3% | +2.0% | -4.3% | -4.4% |
| YTD | -19.3% | +56.8% | -76.1% | -32.3% |
| 1Y | -13.2% | +64.8% | -78.1% | -28.7% |
| 3Y | +33.8% | +38.3% | -4.5% | +12.8% |
| All | +0.4% | +84.0% | -83.7% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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