-26.6%
OWL vs BAX
+46.0%
-72.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +2.2% |
| 7D | +10.1% | +4.1% | +6.0% | +8.9% |
| 30D | +18.7% | +9.4% | +9.3% | +15.9% |
| 3M | -6.2% | -6.5% | +0.3% | -4.9% |
| 6M | +9.8% | +59.6% | -49.8% | +0.8% |
| YTD | -24.2% | +38.9% | -63.0% | -30.8% |
| 1Y | -26.6% | +48.0% | -74.6% | -35.3% |
| All | -26.6% | +46.0% | -72.6% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling