-57.9%
BABA vs OWL
+22.6%
-80.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.6% | -2.1% | -1.4% | -3.3% |
| 30D | -8.4% | +11.6% | -19.9% | -11.2% |
| 3M | -20.6% | -13.8% | -6.8% | -18.3% |
| 6M | -25.4% | +7.8% | -33.2% | -28.0% |
| YTD | -30.1% | -25.8% | -4.3% | -26.1% |
| 1Y | -36.3% | -26.5% | -9.8% | -32.7% |
| 3Y | +30.4% | -9.6% | +40.0% | +20.4% |
| 5Y | -35.7% | -20.8% | -14.9% | -45.3% |
| All | -57.9% | +22.6% | -80.4% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling