+33.3%
BMY vs OWL
+24.2%
+9.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -4.8% | -10.1% | +5.4% | -4.1% |
| 30D | -0.1% | -11.9% | +11.8% | +0.7% |
| 3M | +13.1% | +10.7% | +2.4% | +12.3% |
| 6M | +8.4% | +22.1% | -13.7% | +6.9% |
| YTD | +22.0% | -24.8% | +46.8% | +23.3% |
| 1Y | +40.3% | -39.2% | +79.5% | +43.3% |
| 3Y | +20.5% | +1.7% | +18.8% | +19.4% |
| 5Y | +23.7% | -15.5% | +39.2% | +21.5% |
| All | +33.3% | +24.2% | +9.1% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling