+187.5%
BP vs OWL
+22.7%
+164.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.8% | +1.4% |
| 7D | +5.7% | -11.9% | +17.6% | +7.5% |
| 30D | +8.1% | -13.7% | +21.8% | +10.0% |
| 3M | +8.6% | +12.3% | -3.6% | +6.1% |
| 6M | +18.1% | +15.0% | +3.1% | +14.2% |
| YTD | +37.6% | -25.7% | +63.3% | +42.4% |
| 1Y | +39.4% | -39.5% | +78.9% | +48.9% |
| 3Y | +40.1% | +0.9% | +39.2% | +33.9% |
| 5Y | +141.3% | -16.5% | +157.8% | +128.0% |
| All | +187.5% | +22.7% | +164.8% | +159.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling