+23.6%
OWL vs BAX
-64.0%
+87.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.5% | +0.1% | +1.5% | +1.6% |
| 30D | +13.4% | +4.1% | +9.4% | +11.9% |
| 3M | -21.2% | -4.5% | -16.7% | -20.4% |
| 6M | +4.0% | +49.2% | -45.2% | -7.2% |
| YTD | -29.0% | +35.2% | -64.2% | -35.8% |
| 1Y | -28.4% | +38.3% | -66.7% | -35.8% |
| 3Y | -14.5% | -19.0% | +4.5% | -12.7% |
| 5Y | -21.5% | -64.2% | +42.7% | +2.5% |
| All | +23.6% | -64.0% | +87.6% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling