-26.4%
BA vs OWL
-21.6%
-4.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +1.5% | -2.6% | -1.7% |
| 30D | -7.1% | +13.4% | -20.6% | -11.6% |
| 3M | -25.5% | -21.2% | -4.3% | -19.5% |
| 6M | -28.7% | +4.0% | -32.7% | -30.6% |
| YTD | -21.0% | -29.0% | +8.0% | -12.9% |
| 1Y | -11.9% | -28.4% | +16.6% | -3.6% |
| 3Y | -16.2% | -14.5% | -1.6% | -19.4% |
| All | -26.4% | -21.6% | -4.8% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling