-8.5%
OWL vs BN
+35.8%
-44.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -2.3% |
| 7D | -3.9% | -1.2% | -2.8% | -2.9% |
| 30D | -3.7% | -10.9% | +7.2% | +6.7% |
| 3M | +21.4% | -11.1% | +32.5% | +35.1% |
| 6M | +18.3% | -4.4% | +22.7% | +23.8% |
| YTD | -20.1% | -14.1% | -6.0% | -8.1% |
| 1Y | -32.8% | -11.1% | -21.7% | -25.0% |
| 3Y | +8.6% | +75.6% | -67.0% | -30.9% |
| All | -8.5% | +35.8% | -44.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling