-35.3%
BABA vs OWL
-28.0%
-7.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +4.5% |
| 7D | +4.3% | +10.1% | -5.8% | +3.2% |
| 30D | -5.0% | +18.7% | -23.7% | -6.9% |
| 3M | -18.4% | -6.2% | -12.2% | -18.1% |
| 6M | -20.3% | +9.8% | -30.1% | -22.3% |
| YTD | -27.5% | -24.2% | -3.3% | -24.6% |
| 1Y | -35.3% | -26.6% | -8.7% | -32.6% |
| All | -35.3% | -28.0% | -7.3% | -32.6% |
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