+34.6%
OWL vs BDX
+6.4%
+28.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.6% |
| 7D | -6.4% | -3.6% | -2.8% | -5.0% |
| 30D | -5.0% | +0.7% | -5.7% | -5.3% |
| 3M | +15.4% | +19.0% | -3.5% | +7.2% |
| 6M | +15.5% | +10.8% | +4.7% | +10.4% |
| YTD | -22.7% | +20.1% | -42.8% | -28.8% |
| 1Y | -34.1% | +23.1% | -57.1% | -40.1% |
| 3Y | +5.1% | -8.8% | +13.9% | +7.4% |
| 5Y | -11.5% | -1.4% | -10.0% | -14.2% |
| All | +34.6% | +6.4% | +28.2% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling