-4.6%
BA vs OWL
+13.9%
-18.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +1.2% | -2.2% | +3.4% | +1.8% |
| 30D | -11.6% | +3.7% | -15.3% | -12.8% |
| 3M | -2.4% | +17.5% | -19.9% | -7.4% |
| 6M | -6.6% | +18.5% | -25.2% | -12.2% |
| YTD | -2.2% | -16.3% | +14.1% | +1.8% |
| 1Y | -8.0% | -29.7% | +21.7% | +0.6% |
| All | -4.6% | +13.9% | -18.5% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling