-28.3%
BABA vs OWL
-27.6%
-0.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +11.6% | -4.9% | +16.6% | +13.2% |
| 30D | +2.3% | +7.8% | -5.5% | -0.5% |
| 3M | -13.7% | -12.7% | -1.0% | -11.2% |
| 6M | -21.9% | -2.8% | -19.1% | -22.8% |
| YTD | -24.6% | -30.1% | +5.4% | -17.6% |
| 1Y | -34.1% | -29.1% | -5.0% | -28.7% |
| 3Y | +36.3% | -12.3% | +48.5% | +18.6% |
| All | -28.3% | -27.6% | -0.7% | -36.8% |
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