-11.5%
OWL vs BAX
-67.6%
+56.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | -6.4% | -5.1% | -1.3% | -4.9% |
| 30D | -5.0% | -12.2% | +7.2% | -1.4% |
| 3M | +15.4% | +21.8% | -6.4% | +9.2% |
| 6M | +15.5% | +36.3% | -20.8% | +5.5% |
| YTD | -22.7% | +27.8% | -50.5% | -28.8% |
| 1Y | -34.1% | -0.1% | -34.0% | -35.0% |
| 3Y | +5.1% | -33.3% | +38.4% | +14.0% |
| 5Y | -11.5% | -67.1% | +55.6% | +19.2% |
| All | -11.5% | -67.6% | +56.1% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling