+171.6%
BKR vs OWL
-15.1%
+186.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -7.0% | -10.1% | +3.1% | -4.4% |
| 30D | -8.1% | -11.9% | +3.8% | -5.3% |
| 3M | -6.6% | +10.7% | -17.3% | -9.8% |
| 6M | +0.9% | +22.1% | -21.3% | -6.3% |
| YTD | +31.1% | -24.8% | +55.9% | +39.6% |
| 1Y | +27.7% | -39.2% | +66.9% | +44.1% |
| 3Y | +71.2% | +1.7% | +69.5% | +64.5% |
| All | +171.6% | -15.1% | +186.7% | +169.4% |
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