+4.6%
OWL vs BLDR
-56.4%
+61.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | -6.4% | -2.7% | -3.7% | -5.6% |
| 30D | -5.0% | -14.7% | +9.7% | -0.5% |
| 3M | +15.4% | -20.8% | +36.2% | +22.3% |
| 6M | +15.5% | -35.3% | +50.8% | +28.9% |
| YTD | -22.7% | -40.3% | +17.7% | -12.2% |
| 1Y | -34.1% | -56.3% | +22.2% | -17.9% |
| All | +4.6% | -56.4% | +61.0% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling