+378.0%
BNY vs OWL
+24.2%
+353.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -1.3% | -10.1% | +8.8% | +1.3% |
| 30D | -0.2% | -11.9% | +11.8% | +2.8% |
| 3M | +14.9% | +10.7% | +4.2% | +11.2% |
| 6M | +40.0% | +22.1% | +17.9% | +31.0% |
| YTD | +42.0% | -24.8% | +66.8% | +50.2% |
| 1Y | +56.9% | -39.2% | +96.0% | +74.5% |
| 3Y | +289.9% | +1.7% | +288.1% | +269.0% |
| 5Y | +259.2% | -15.5% | +274.7% | +231.3% |
| All | +378.0% | +24.2% | +353.8% | +329.9% |
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