-46.7%
OWL vs BIYA
-99.9%
+53.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.5% | +9.0% | -7.5% | +1.5% |
| 30D | +13.4% | -12.9% | +26.4% | +13.5% |
| 3M | -21.2% | -54.7% | +33.4% | -21.0% |
| 6M | +4.0% | -85.1% | +89.1% | +3.2% |
| YTD | -29.0% | -96.9% | +67.9% | -28.4% |
| 1Y | -28.4% | -98.5% | +70.1% | -26.9% |
| All | -46.7% | -99.9% | +53.2% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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