+30.9%
OWL vs BIDU
-44.5%
+75.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | -10.1% | -8.1% | -2.0% | -8.8% |
| 30D | -11.9% | -12.8% | +0.9% | -10.0% |
| 3M | +10.7% | -21.3% | +32.0% | +14.9% |
| 6M | +22.1% | -27.0% | +49.1% | +27.7% |
| YTD | -24.8% | -30.0% | +5.2% | -20.9% |
| 1Y | -39.2% | -18.3% | -20.9% | -38.4% |
| 3Y | +1.7% | -33.8% | +35.6% | +4.5% |
| 5Y | -15.5% | -44.3% | +28.8% | -16.5% |
| All | +30.9% | -44.5% | +75.4% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling