+6.6%
ON vs BX
+35.3%
-28.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.4% |
| 7D | +12.2% | +0.6% | +11.7% | +11.9% |
| 30D | -3.1% | +14.2% | -17.4% | -10.7% |
| 3M | -12.9% | -18.7% | +5.9% | -2.5% |
| 6M | -38.6% | +2.5% | -41.1% | -41.0% |
| YTD | +31.2% | -18.8% | +50.0% | +45.2% |
| 1Y | +47.6% | -10.3% | +57.9% | +51.4% |
| 3Y | +6.6% | +35.4% | -28.8% | -22.9% |
| All | +6.6% | +35.3% | -28.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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