+20.1%
BIL vs OWL
+17.3%
+2.9%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +0.3% | +7.3% | -7.0% | +0.3% |
| 3M | +0.9% | -16.8% | +17.8% | +0.9% |
| 6M | +1.8% | +4.0% | -2.2% | +1.8% |
| YTD | +3.1% | -29.0% | +32.1% | +3.1% |
| 1Y | +3.7% | -29.7% | +33.3% | +3.7% |
| 3Y | +13.8% | -13.5% | +27.3% | +13.8% |
| 5Y | +20.2% | -21.5% | +41.7% | +20.2% |
| All | +20.1% | +17.3% | +2.9% | +20.1% |
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