+39.8%
BKNG vs OWL
-0.3%
+40.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.6% |
| 7D | -10.7% | -11.9% | +1.2% | -7.5% |
| 30D | -18.1% | -13.7% | -4.4% | -14.9% |
| 3M | +8.5% | +12.3% | -3.7% | +4.5% |
| 6M | -0.1% | +15.0% | -15.1% | -5.1% |
| YTD | -18.2% | -25.7% | +7.5% | -11.9% |
| 1Y | -19.9% | -39.5% | +19.6% | -9.0% |
| All | +39.8% | -0.3% | +40.2% | +42.7% |
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