+105.9%
BAC vs OWL
+22.8%
+83.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | -6.7% | +10.0% | -16.7% | -9.3% |
| 3M | -20.2% | -8.7% | -11.6% | -18.8% |
| 6M | -0.2% | +3.1% | -3.4% | -2.4% |
| YTD | -6.4% | -25.6% | +19.3% | -0.4% |
| 1Y | -3.1% | -25.5% | +22.4% | +2.7% |
| 3Y | +96.7% | -9.4% | +106.2% | +94.3% |
| 5Y | +21.3% | -18.2% | +39.4% | +13.6% |
| All | +105.9% | +22.8% | +83.1% | +89.3% |
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 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