+45.7%
OWL vs BLDR
+82.5%
-36.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.6% |
| 7D | -2.2% | -2.8% | +0.6% | -1.3% |
| 30D | +3.7% | -13.3% | +17.0% | +8.7% |
| 3M | +17.5% | -12.3% | +29.8% | +21.4% |
| 6M | +18.5% | -31.5% | +50.0% | +32.1% |
| YTD | -16.3% | -36.1% | +19.7% | -5.3% |
| 1Y | -29.7% | -54.1% | +24.4% | -11.0% |
| 3Y | +14.2% | -55.8% | +69.9% | +37.1% |
| 5Y | +2.5% | +20.7% | -18.3% | -13.4% |
| All | +45.7% | +82.5% | -36.9% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling