+79.6%
BLK vs OWL
+27.7%
+51.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.1% |
| 7D | -2.7% | -6.4% | +3.7% | -0.5% |
| 30D | -4.8% | -5.0% | +0.2% | -3.3% |
| 3M | +6.5% | +15.4% | -8.9% | +1.0% |
| 6M | +13.2% | +15.5% | -2.3% | +6.4% |
| YTD | +1.8% | -22.7% | +24.5% | +9.1% |
| 1Y | -1.0% | -34.1% | +33.1% | +11.0% |
| 3Y | +66.0% | +5.1% | +60.9% | +55.5% |
| 5Y | +31.2% | -11.5% | +42.7% | +20.0% |
| All | +79.6% | +27.7% | +51.9% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling