+35.4%
BX vs OWL
-12.9%
+48.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | +1.5% | -1.0% | -0.4% |
| 30D | +14.2% | +13.4% | +0.8% | +5.4% |
| 3M | -18.7% | -21.2% | +2.5% | -6.0% |
| 6M | +2.5% | +4.0% | -1.5% | -1.0% |
| YTD | -18.8% | -29.0% | +10.2% | -1.2% |
| 1Y | -10.3% | -28.4% | +18.1% | +8.1% |
| 3Y | +35.4% | -14.5% | +49.9% | +32.8% |
| All | +35.4% | -12.9% | +48.3% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling