-7.8%
BA vs OWL
+32.0%
-39.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.7% |
| 7D | +2.5% | -3.9% | +6.4% | +3.7% |
| 30D | -10.1% | -3.7% | -6.4% | -9.3% |
| 3M | -2.4% | +21.4% | -23.8% | -8.4% |
| 6M | -8.8% | +18.3% | -27.2% | -14.5% |
| YTD | -2.9% | -20.1% | +17.2% | +2.2% |
| 1Y | -8.8% | -32.8% | +24.0% | +0.7% |
| 3Y | -0.3% | +8.6% | -8.8% | -8.1% |
| 5Y | -0.3% | -4.5% | +4.1% | -9.8% |
| All | -7.8% | +32.0% | -39.8% | -22.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling