-39.8%
BABA vs OWL
-21.6%
-18.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | +1.5% | -15.3% | -14.2% |
| 30D | -15.1% | +13.4% | -28.5% | -18.6% |
| 3M | -22.7% | -21.2% | -1.5% | -17.7% |
| 6M | -34.7% | +4.0% | -38.7% | -36.8% |
| YTD | -35.0% | -29.0% | -6.0% | -29.3% |
| 1Y | -40.4% | -28.4% | -12.0% | -35.6% |
| 3Y | +21.9% | -14.5% | +36.4% | +7.7% |
| All | -39.8% | -21.6% | -18.2% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling