+154.6%
BAC vs OWL
+38.2%
+116.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.1% | -2.2% | +3.3% | +1.7% |
| 30D | -0.4% | +3.7% | -4.1% | -1.7% |
| 3M | +16.9% | +17.5% | -0.6% | +11.0% |
| 6M | +26.6% | +18.5% | +8.1% | +18.9% |
| YTD | +15.8% | -16.3% | +32.1% | +19.7% |
| 1Y | +27.2% | -29.7% | +56.9% | +37.4% |
| 3Y | +132.4% | +14.2% | +118.2% | +115.9% |
| 5Y | +72.6% | +2.5% | +70.1% | +56.4% |
| All | +154.6% | +38.2% | +116.4% | +127.5% |
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