-26.6%
OWL vs BDX
+54.0%
-80.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +1.2% |
| 7D | +10.1% | +7.2% | +2.9% | +7.6% |
| 30D | +18.7% | +15.8% | +2.9% | +13.5% |
| 3M | -6.2% | +23.7% | -29.9% | -11.9% |
| 6M | +9.8% | +44.8% | -35.1% | -1.7% |
| YTD | -24.2% | +39.8% | -63.9% | -31.3% |
| 1Y | -26.6% | +52.3% | -78.9% | -35.8% |
| All | -26.6% | +54.0% | -80.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling