-10.6%
BA vs OWL
-25.8%
+15.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.4% | -2.1% | +0.8% | -1.0% |
| 30D | -7.9% | +11.6% | -19.5% | -10.1% |
| 3M | -25.2% | -13.8% | -11.4% | -23.1% |
| 6M | -26.7% | +7.8% | -34.6% | -28.2% |
| YTD | -19.6% | -25.8% | +6.2% | -19.4% |
| 1Y | -10.6% | -26.5% | +15.9% | -10.5% |
| All | -10.6% | -25.8% | +15.2% | -10.5% |
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 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