+29.3%
OWL vs BB
-8.9%
+38.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.6% |
| 7D | -11.9% | -2.1% | -9.8% | -11.6% |
| 30D | -13.7% | -16.0% | +2.3% | -11.6% |
| 3M | +12.3% | -14.5% | +26.8% | +13.6% |
| 6M | +15.0% | +118.6% | -103.5% | +0.3% |
| YTD | -25.7% | +98.9% | -124.7% | -34.3% |
| 1Y | -39.5% | +99.5% | -139.0% | -46.6% |
| 3Y | +0.9% | +65.4% | -64.4% | -11.9% |
| 5Y | -16.5% | -27.6% | +11.1% | -26.5% |
| All | +29.3% | -8.9% | +38.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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