+29.3%
OWL vs BAH
-4.2%
+33.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.8% | -8.8% | -4.9% |
| 7D | -11.9% | +2.4% | -14.3% | -12.4% |
| 30D | -13.7% | -2.9% | -10.8% | -13.2% |
| 3M | +12.3% | -1.3% | +13.6% | +12.2% |
| 6M | +15.0% | -0.9% | +15.9% | +14.7% |
| YTD | -25.7% | -8.2% | -17.5% | -24.9% |
| 1Y | -39.5% | -24.0% | -15.5% | -37.2% |
| 3Y | +0.9% | -28.1% | +29.0% | +1.7% |
| 5Y | -16.5% | +2.5% | -19.0% | -22.1% |
| All | +29.3% | -4.2% | +33.4% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling