-44.9%
BMNR vs OWL
-28.0%
-16.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +3.6% |
| 7D | -1.5% | +10.1% | -11.6% | -8.9% |
| 30D | -18.9% | +18.7% | -37.6% | -29.8% |
| 3M | +20.1% | -6.2% | +26.2% | +25.0% |
| 6M | -4.7% | +9.8% | -14.4% | -14.1% |
| YTD | -20.0% | -24.2% | +4.2% | +21.8% |
| 1Y | -44.9% | -26.6% | -18.3% | -10.8% |
| All | -44.9% | -28.0% | -16.9% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling