+65.9%
BLK vs OWL
+0.9%
+64.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | -3.3% | -10.1% | +6.8% | +0.2% |
| 30D | -6.5% | -11.9% | +5.4% | -2.5% |
| 3M | +6.7% | +10.7% | -4.0% | +2.6% |
| 6M | +14.7% | +22.1% | -7.4% | +5.6% |
| YTD | +2.5% | -24.8% | +27.3% | +11.5% |
| 1Y | -2.8% | -39.2% | +36.4% | +13.0% |
| 3Y | +65.9% | +1.7% | +64.1% | +64.3% |
| All | +65.9% | +0.9% | +64.9% | +64.3% |
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