+21.9%
BAC vs OWL
-23.9%
+45.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +0.5% |
| 7D | +2.0% | -2.4% | +4.3% | +2.7% |
| 30D | -6.9% | +9.3% | -16.2% | -9.8% |
| 3M | -19.6% | -11.0% | -8.6% | -17.2% |
| 6M | -0.5% | +2.4% | -2.9% | -2.8% |
| YTD | -6.6% | -26.2% | +19.5% | +0.8% |
| 1Y | -3.0% | -27.4% | +24.5% | +5.0% |
| 3Y | +97.3% | -8.7% | +106.0% | +89.1% |
| 5Y | +21.9% | -19.3% | +41.2% | +14.8% |
| All | +21.9% | -23.9% | +45.7% | +14.8% |
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