+591.3%
ON vs BX
+927.0%
-335.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | +2.4% | -4.4% | +6.8% | +4.8% |
| 30D | -3.3% | +0.1% | -3.4% | -3.7% |
| 3M | -43.6% | +16.0% | -59.6% | -48.3% |
| 6M | +19.0% | +21.6% | -2.7% | +5.0% |
| YTD | +37.4% | -8.9% | +46.3% | +39.8% |
| 1Y | +54.8% | -16.6% | +71.4% | +64.5% |
| 3Y | -25.2% | +43.3% | -68.5% | -40.0% |
| 5Y | +62.7% | +25.7% | +37.0% | +38.1% |
| 10Y | +574.3% | +689.5% | -115.2% | +153.0% |
| All | +591.3% | +927.0% | -335.7% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling