+39.4%
BP vs OWL
-36.7%
+76.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.8% | +0.6% |
| 7D | +5.7% | -11.9% | +17.6% | +5.0% |
| 30D | +8.1% | -13.7% | +21.8% | +7.2% |
| 3M | +8.6% | +12.3% | -3.6% | +8.5% |
| 6M | +18.1% | +15.0% | +3.1% | +18.1% |
| YTD | +37.6% | -25.7% | +63.3% | +37.1% |
| 1Y | +39.4% | -39.5% | +78.9% | +39.1% |
| All | +39.4% | -36.7% | +76.1% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling