-25.0%
BA vs OWL
+17.3%
-42.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.4% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | -8.0% | +7.3% | -15.3% | -10.3% |
| 3M | -25.8% | -16.8% | -9.0% | -22.0% |
| 6M | -27.6% | +4.0% | -31.6% | -29.2% |
| YTD | -21.0% | -29.0% | +8.0% | -14.1% |
| 1Y | -12.3% | -29.7% | +17.4% | -4.7% |
| 3Y | -12.8% | -13.5% | +0.7% | -13.9% |
| 5Y | -22.4% | -21.5% | -0.9% | -27.0% |
| All | -25.0% | +17.3% | -42.2% | -34.6% |
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