+185.0%
BP vs OWL
+27.7%
+157.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.2% |
| 7D | +4.0% | -6.4% | +10.4% | +4.9% |
| 30D | +7.8% | -5.0% | +12.8% | +8.3% |
| 3M | +8.4% | +15.4% | -7.0% | +5.5% |
| 6M | +15.1% | +15.5% | -0.4% | +11.3% |
| YTD | +36.4% | -22.7% | +59.1% | +40.4% |
| 1Y | +40.9% | -34.1% | +75.0% | +48.5% |
| 3Y | +38.8% | +5.1% | +33.8% | +32.1% |
| 5Y | +141.1% | -11.5% | +152.6% | +126.4% |
| All | +185.0% | +27.7% | +157.3% | +155.7% |
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