-16.9%
OWL vs BG
+81.8%
-98.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.7% |
| 7D | -10.1% | +3.1% | -13.2% | -10.9% |
| 30D | -11.9% | +10.2% | -22.2% | -14.3% |
| 3M | +10.7% | -1.7% | +12.4% | +10.7% |
| 6M | +22.1% | +1.0% | +21.1% | +20.6% |
| YTD | -24.8% | +39.9% | -64.7% | -33.1% |
| 1Y | -39.2% | +53.2% | -92.4% | -47.8% |
| 3Y | +1.7% | +16.3% | -14.5% | -5.2% |
| All | -16.9% | +81.8% | -98.7% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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