+19.4%
BIL vs OWL
-6.9%
+26.3%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | +0.1% | -6.4% | +6.4% | +0.1% |
| 30D | +0.3% | -5.0% | +5.3% | +0.3% |
| 3M | +0.9% | +15.4% | -14.5% | +0.9% |
| 6M | +1.8% | +15.5% | -13.7% | +1.8% |
| YTD | +2.5% | -22.7% | +25.1% | +2.5% |
| 1Y | +3.7% | -34.1% | +37.7% | +3.7% |
| 3Y | +14.1% | +5.1% | +9.0% | +14.1% |
| 5Y | +19.4% | -11.5% | +30.9% | +19.4% |
| All | +19.4% | -6.9% | +26.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling