+30.9%
OWL vs BDX
+5.2%
+25.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -10.1% | -3.2% | -7.0% | -8.9% |
| 30D | -11.9% | -2.5% | -9.4% | -11.0% |
| 3M | +10.7% | +21.4% | -10.7% | +2.0% |
| 6M | +22.1% | +10.4% | +11.7% | +16.9% |
| YTD | -24.8% | +18.8% | -43.6% | -30.5% |
| 1Y | -39.2% | +21.7% | -60.9% | -44.5% |
| 3Y | +1.7% | -10.0% | +11.7% | +4.5% |
| 5Y | -15.5% | -1.8% | -13.7% | -17.9% |
| All | +30.9% | +5.2% | +25.7% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling