-57.4%
BABA vs OWL
+22.8%
-80.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | -7.8% | +10.0% | -17.8% | -10.3% |
| 3M | -22.4% | -8.7% | -13.7% | -21.4% |
| 6M | -26.0% | +3.1% | -29.1% | -27.7% |
| YTD | -29.3% | -25.6% | -3.6% | -25.3% |
| 1Y | -37.5% | -25.5% | -12.0% | -34.2% |
| 3Y | +31.9% | -9.4% | +41.3% | +21.7% |
| 5Y | -33.4% | -18.2% | -15.3% | -43.3% |
| All | -57.4% | +22.8% | -80.2% | -60.7% |
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 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