+688.8%
BE vs OWL
+17.3%
+671.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | +1.5% | +9.3% | +10.0% |
| 30D | -19.8% | +13.4% | -33.2% | -26.3% |
| 3M | -18.7% | -21.2% | +2.5% | -6.2% |
| 6M | -33.7% | +4.0% | -37.8% | -36.3% |
| YTD | +121.0% | -29.0% | +150.0% | +164.7% |
| 1Y | +85.4% | -28.4% | +113.8% | +121.0% |
| 3Y | +1,709.5% | -14.5% | +1,724.0% | +1,767.8% |
| 5Y | +462.2% | -21.5% | +483.7% | +443.9% |
| All | +688.8% | +17.3% | +671.5% | +636.9% |
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