-22.1%
BA vs OWL
-27.6%
+5.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.1% | -4.9% | +6.0% | +2.8% |
| 30D | -7.9% | +7.8% | -15.7% | -10.7% |
| 3M | -25.3% | -12.7% | -12.7% | -22.3% |
| 6M | -24.6% | -2.8% | -21.8% | -24.7% |
| YTD | -20.1% | -30.1% | +9.9% | -11.4% |
| 1Y | -11.8% | -29.1% | +17.3% | -3.2% |
| 3Y | -10.1% | -12.3% | +2.1% | -14.4% |
| All | -22.1% | -27.6% | +5.5% | -20.0% |
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