+45.7%
BMY vs OWL
-12.9%
+58.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.1% | +1.5% | +0.5% | +1.9% |
| 30D | +7.0% | +13.4% | -6.4% | +5.8% |
| 3M | -0.9% | -21.2% | +20.4% | +1.0% |
| 6M | +14.9% | +4.0% | +10.9% | +14.3% |
| YTD | +22.8% | -29.0% | +51.8% | +25.0% |
| 1Y | +36.2% | -28.4% | +64.7% | +38.4% |
| 3Y | +45.7% | -14.5% | +60.2% | +42.2% |
| All | +45.7% | -12.9% | +58.5% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling