-24.2%
BA vs OWL
+15.5%
-39.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.1% | -4.9% | +6.0% | +2.6% |
| 30D | -7.9% | +7.8% | -15.7% | -10.3% |
| 3M | -25.3% | -12.7% | -12.7% | -22.6% |
| 6M | -24.6% | -2.8% | -21.8% | -24.7% |
| YTD | -20.1% | -30.1% | +9.9% | -12.7% |
| 1Y | -11.8% | -29.1% | +17.3% | -4.5% |
| 3Y | -10.1% | -12.3% | +2.1% | -11.6% |
| 5Y | -22.7% | -27.5% | +4.8% | -26.6% |
| All | -24.2% | +15.5% | -39.7% | -33.5% |
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