-20.8%
OWL vs BAH
+8.7%
-29.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.1% | -1.6% | -0.6% | -1.8% |
| 30D | +11.6% | +18.0% | -6.4% | +7.6% |
| 3M | -13.8% | +11.4% | -25.2% | -16.0% |
| 6M | +7.8% | +17.7% | -9.8% | +3.6% |
| YTD | -25.8% | +5.4% | -31.2% | -27.2% |
| 1Y | -26.5% | +2.8% | -29.2% | -27.8% |
| 3Y | -9.6% | -26.7% | +17.0% | -9.7% |
| 5Y | -20.8% | +8.1% | -28.9% | -32.4% |
| All | -20.8% | +8.7% | -29.6% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling