+1,874.3%
BE vs OWL
-8.9%
+1,883.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.2% | +13.2% | +13.1% |
| 7D | +4.5% | -2.1% | +6.7% | +6.7% |
| 30D | -20.1% | +11.6% | -31.7% | -25.5% |
| 3M | -0.8% | -13.8% | +13.0% | +7.7% |
| 6M | -26.2% | +7.8% | -34.1% | -30.8% |
| YTD | +141.1% | -25.8% | +166.9% | +180.8% |
| 1Y | +64.8% | -26.5% | +91.3% | +93.9% |
| All | +1,874.3% | -8.9% | +1,883.2% | +1,568.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling