-16.9%
OWL vs BBY
+1.5%
-18.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.8% | 0.0% |
| 7D | -10.1% | +0.6% | -10.7% | -10.3% |
| 30D | -11.9% | +9.4% | -21.3% | -15.3% |
| 3M | +10.7% | +19.3% | -8.6% | +2.3% |
| 6M | +22.1% | +47.9% | -25.8% | +2.0% |
| YTD | -24.8% | +39.6% | -64.4% | -35.9% |
| 1Y | -39.2% | +22.2% | -61.4% | -45.3% |
| 3Y | +1.7% | +45.0% | -43.2% | -19.6% |
| All | -16.9% | +1.5% | -18.4% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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