-25.0%
BA vs OWL
+17.3%
-42.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +1.5% | -2.6% | -1.6% |
| 30D | -7.1% | +13.4% | -20.6% | -11.0% |
| 3M | -25.5% | -21.2% | -4.3% | -20.3% |
| 6M | -28.7% | +4.0% | -32.7% | -30.3% |
| YTD | -21.0% | -29.0% | +8.0% | -14.2% |
| 1Y | -11.9% | -28.4% | +16.6% | -4.9% |
| 3Y | -16.2% | -14.5% | -1.6% | -16.9% |
| 5Y | -22.4% | -21.5% | -0.9% | -27.0% |
| All | -25.0% | +17.3% | -42.3% | -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