+45.7%
OWL vs BAH
-7.8%
+53.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -2.2% | -3.2% | +1.0% | -1.6% |
| 30D | +3.7% | +2.0% | +1.7% | +3.3% |
| 3M | +17.5% | -7.6% | +25.2% | +19.1% |
| 6M | +18.5% | -5.7% | +24.2% | +19.4% |
| YTD | -16.3% | -11.7% | -4.6% | -14.7% |
| 1Y | -29.7% | -27.4% | -2.4% | -26.3% |
| 3Y | +14.2% | -32.5% | +46.7% | +16.7% |
| 5Y | +2.5% | -3.3% | +5.8% | -3.4% |
| All | +45.7% | -7.8% | +53.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling