-54.6%
BABA vs OWL
+15.5%
-70.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +11.6% | -4.9% | +16.6% | +12.9% |
| 30D | +2.3% | +7.8% | -5.5% | 0.0% |
| 3M | -13.7% | -12.7% | -1.0% | -11.6% |
| 6M | -21.9% | -2.8% | -19.1% | -22.6% |
| YTD | -24.6% | -30.1% | +5.4% | -19.1% |
| 1Y | -34.1% | -29.1% | -5.0% | -29.8% |
| 3Y | +36.3% | -12.3% | +48.5% | +26.4% |
| 5Y | -26.7% | -27.5% | +0.8% | -36.6% |
| All | -54.6% | +15.5% | -70.1% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling