+0.4%
BX vs OWL
-21.6%
+22.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | +1.5% | -1.0% | -0.5% |
| 30D | +14.2% | +13.4% | +0.8% | +4.7% |
| 3M | -18.7% | -21.2% | +2.5% | -5.0% |
| 6M | +2.5% | +4.0% | -1.5% | -1.4% |
| YTD | -18.8% | -29.0% | +10.2% | 0.0% |
| 1Y | -10.3% | -28.4% | +18.1% | +9.3% |
| 3Y | +35.4% | -14.5% | +49.9% | +36.6% |
| All | +0.4% | -21.6% | +22.0% | +7.0% |
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