+34.6%
OWL vs BG
+116.3%
-81.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -6.4% | +0.5% | -6.9% | -6.6% |
| 30D | -5.0% | +10.3% | -15.3% | -7.6% |
| 3M | +15.4% | -1.9% | +17.3% | +15.4% |
| 6M | +15.5% | +5.2% | +10.2% | +12.6% |
| YTD | -22.7% | +41.2% | -63.8% | -31.4% |
| 1Y | -34.1% | +50.5% | -84.6% | -43.1% |
| 3Y | +5.1% | +19.9% | -14.8% | -3.6% |
| 5Y | -11.5% | +86.7% | -98.2% | -32.0% |
| All | +34.6% | +116.3% | -81.7% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling