-11.5%
OWL vs BB
-25.5%
+14.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | -6.4% | +1.8% | -8.2% | -6.8% |
| 30D | -5.0% | -12.2% | +7.2% | -2.1% |
| 3M | +15.4% | -12.3% | +27.7% | +16.8% |
| 6M | +15.5% | +122.7% | -107.2% | -11.0% |
| YTD | -22.7% | +104.5% | -127.2% | -38.8% |
| 1Y | -34.1% | +106.7% | -140.7% | -48.4% |
| 3Y | +5.1% | +70.0% | -64.9% | -18.8% |
| 5Y | -11.5% | -27.8% | +16.3% | -16.7% |
| All | -11.5% | -25.5% | +14.0% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling