+16.0%
BX vs OWL
-15.5%
+31.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -0.2% |
| 7D | -8.9% | -11.9% | +3.0% | -0.9% |
| 30D | -14.8% | -13.7% | -1.1% | -6.2% |
| 3M | +6.9% | +12.3% | -5.3% | -1.8% |
| 6M | +16.3% | +15.0% | +1.3% | +3.9% |
| YTD | -16.1% | -25.7% | +9.6% | +0.4% |
| 1Y | -26.8% | -39.5% | +12.7% | -0.4% |
| 3Y | +22.4% | +0.9% | +21.5% | +10.2% |
| 5Y | +16.0% | -16.5% | +32.5% | +7.2% |
| All | +16.0% | -15.5% | +31.5% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling