-31.3%
BABA vs OWL
-0.3%
-31.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | -4.8% | -2.2% | -2.5% | -4.2% |
| 30D | -11.9% | +3.7% | -15.6% | -13.4% |
| 3M | -9.3% | +17.5% | -26.8% | -14.7% |
| 6M | -14.2% | +18.5% | -32.8% | -20.5% |
| YTD | -22.0% | -16.3% | -5.7% | -18.8% |
| 1Y | -12.7% | -29.7% | +17.0% | -4.8% |
| 3Y | +26.7% | +14.2% | +12.5% | +0.2% |
| All | -31.3% | -0.3% | -31.0% | -46.9% |
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