+149.6%
BX vs OWL
+24.2%
+125.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +1.8% |
| 7D | -5.6% | -10.1% | +4.5% | +0.3% |
| 30D | -12.2% | -11.9% | -0.3% | -5.8% |
| 3M | +7.4% | +10.7% | -3.3% | +0.9% |
| 6M | +22.2% | +22.1% | 0.0% | +7.7% |
| YTD | -14.0% | -24.8% | +10.8% | -0.5% |
| 1Y | -27.3% | -39.2% | +11.9% | -6.1% |
| 3Y | +24.5% | +1.7% | +22.8% | +20.4% |
| 5Y | +18.9% | -15.5% | +34.4% | +14.1% |
| All | +149.6% | +24.2% | +125.4% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling