-11.5%
OWL vs BEN
+40.0%
-51.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.1% |
| 7D | -6.4% | +3.4% | -9.7% | -8.6% |
| 30D | -5.0% | +1.8% | -6.8% | -6.3% |
| 3M | +15.4% | +8.4% | +7.0% | +9.0% |
| 6M | +15.5% | +35.6% | -20.1% | -7.4% |
| YTD | -22.7% | +46.4% | -69.0% | -41.2% |
| 1Y | -34.1% | +46.3% | -80.4% | -49.9% |
| 3Y | +5.1% | +54.6% | -49.5% | -26.4% |
| 5Y | -11.5% | +39.4% | -50.9% | -35.7% |
| All | -11.5% | +40.0% | -51.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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