-56.3%
BABA vs OWL
+22.0%
-78.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.6% | -9.3% | -5.1% |
| 7D | +3.8% | -2.4% | +6.2% | +4.2% |
| 30D | -5.4% | +9.3% | -14.7% | -7.8% |
| 3M | -17.9% | -11.0% | -7.0% | -16.4% |
| 6M | -24.1% | +2.4% | -26.5% | -25.7% |
| YTD | -27.4% | -26.2% | -1.3% | -23.2% |
| 1Y | -36.1% | -27.4% | -8.6% | -32.2% |
| 3Y | +35.4% | -8.7% | +44.0% | +24.5% |
| 5Y | -30.1% | -19.3% | -10.8% | -40.4% |
| All | -56.3% | +22.0% | -78.2% | -59.6% |
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 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