+8.6%
OWL vs BAH
-32.1%
+40.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -3.9% | -4.3% | +0.4% | -3.1% |
| 30D | -3.7% | -4.5% | +0.8% | -2.8% |
| 3M | +21.4% | -7.6% | +29.0% | +22.8% |
| 6M | +18.3% | -10.6% | +29.0% | +20.2% |
| YTD | -20.1% | -12.6% | -7.5% | -18.4% |
| 1Y | -32.8% | -27.0% | -5.8% | -30.2% |
| 3Y | +8.6% | -31.5% | +40.0% | +12.1% |
| All | +8.6% | -32.1% | +40.7% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling