+59.8%
ON vs BX
+17.9%
+41.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.0% | +6.9% |
| 7D | +2.4% | -5.6% | +8.0% | +6.3% |
| 30D | -8.6% | -12.2% | +3.6% | -0.9% |
| 3M | -34.3% | +7.4% | -41.7% | -38.3% |
| 6M | +28.5% | +22.2% | +6.4% | +7.9% |
| YTD | +40.6% | -14.0% | +54.6% | +49.8% |
| 1Y | +55.3% | -27.3% | +82.6% | +86.1% |
| 3Y | -22.2% | +24.5% | -46.7% | -38.4% |
| All | +59.8% | +17.9% | +41.9% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling