-7.2%
BA vs OWL
+38.2%
-45.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 6M | -6.6% | +18.5% | -25.2% | -12.6% |
| YTD | -2.2% | -16.3% | +14.1% | +1.5% |
| 1Y | -8.0% | -29.7% | +21.7% | +0.2% |
| 3Y | -5.0% | +14.2% | -19.2% | -13.8% |
| 5Y | -2.7% | +2.5% | -5.2% | -13.4% |
| All | -7.2% | +38.2% | -45.4% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling