+30.9%
OWL vs BLDR
+67.5%
-36.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.4% |
| 7D | -10.1% | -8.2% | -1.9% | -7.4% |
| 30D | -11.9% | -16.6% | +4.7% | -6.4% |
| 3M | +10.7% | -23.2% | +33.9% | +19.8% |
| 6M | +22.1% | -33.7% | +55.9% | +37.6% |
| YTD | -24.8% | -41.3% | +16.5% | -12.3% |
| 1Y | -39.2% | -58.8% | +19.6% | -19.9% |
| 3Y | +1.7% | -57.5% | +59.2% | +23.7% |
| 5Y | -15.5% | +12.9% | -28.4% | -26.5% |
| All | +30.9% | +67.5% | -36.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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