+4.6%
OWL vs BIDU
-33.9%
+38.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -6.4% | -2.4% | -3.9% | -6.0% |
| 30D | -5.0% | -16.0% | +11.0% | -2.8% |
| 3M | +15.4% | -24.0% | +39.4% | +19.7% |
| 6M | +15.5% | -24.9% | +40.3% | +19.3% |
| YTD | -22.7% | -29.6% | +6.9% | -19.3% |
| 1Y | -34.1% | -15.2% | -18.9% | -33.6% |
| All | +4.6% | -33.9% | +38.5% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling