+45.7%
OWL vs BB
-7.0%
+52.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.2% | -5.6% | +3.4% | -1.4% |
| 30D | +3.7% | -11.8% | +15.5% | +5.5% |
| 3M | +17.5% | -25.5% | +43.1% | +21.3% |
| 6M | +18.5% | +121.3% | -102.7% | +3.2% |
| YTD | -16.3% | +103.2% | -119.5% | -26.2% |
| 1Y | -29.7% | +102.6% | -132.4% | -38.1% |
| 3Y | +14.2% | +37.5% | -23.3% | +1.8% |
| 5Y | +2.5% | -30.4% | +32.9% | -10.3% |
| All | +45.7% | -7.0% | +52.7% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling