+21.4%
OWL vs BDX
+20.2%
+1.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.5% | -3.9% |
| 7D | -3.9% | -4.3% | +0.3% | -3.1% |
| 30D | -3.7% | +1.3% | -4.9% | -3.4% |
| 3M | +21.4% | +20.2% | +1.1% | +18.6% |
| All | +21.4% | +20.2% | +1.2% | +18.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling