-2.8%
BLK vs OWL
-38.6%
+35.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | -3.3% | -10.1% | +6.8% | -0.1% |
| 30D | -6.5% | -11.9% | +5.4% | -2.9% |
| 3M | +6.7% | +10.7% | -4.0% | +3.0% |
| 6M | +14.7% | +22.1% | -7.4% | +6.5% |
| YTD | +2.5% | -24.8% | +27.3% | +11.5% |
| 1Y | -2.8% | -39.2% | +36.4% | +9.4% |
| All | -2.8% | -38.6% | +35.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling