+377.8%
BNY vs OWL
+22.7%
+355.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.0% |
| 7D | -1.1% | -11.9% | +10.8% | +2.0% |
| 30D | +1.4% | -13.7% | +15.1% | +4.9% |
| 3M | +16.8% | +12.3% | +4.6% | +12.6% |
| 6M | +42.0% | +15.0% | +27.0% | +34.9% |
| YTD | +41.9% | -25.7% | +67.6% | +50.6% |
| 1Y | +59.2% | -39.5% | +98.7% | +77.3% |
| 3Y | +290.9% | +0.9% | +290.0% | +270.7% |
| 5Y | +259.0% | -16.5% | +275.6% | +232.2% |
| All | +377.8% | +22.7% | +355.2% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling