+938.9%
BE vs OWL
+38.2%
+900.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.1% | +7.8% |
| 7D | +20.0% | -2.2% | +22.2% | +21.4% |
| 30D | +7.9% | +3.7% | +4.2% | +4.5% |
| 3M | -13.2% | +17.5% | -30.7% | -22.3% |
| 6M | +53.5% | +18.5% | +34.9% | +34.7% |
| YTD | +191.0% | -16.3% | +207.4% | +215.6% |
| 1Y | +360.5% | -29.7% | +390.2% | +455.0% |
| 3Y | +1,568.0% | +14.2% | +1,553.8% | +1,327.1% |
| 5Y | +1,055.2% | +2.5% | +1,052.7% | +905.9% |
| All | +938.9% | +38.2% | +900.7% | +778.6% |
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