+34.6%
OWL vs BR
+26.3%
+8.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -6.4% | -5.0% | -1.4% | -3.7% |
| 30D | -5.0% | -2.5% | -2.5% | -3.7% |
| 3M | +15.4% | +13.5% | +1.9% | +6.6% |
| 6M | +15.5% | -9.4% | +24.9% | +21.6% |
| YTD | -22.7% | -23.3% | +0.6% | -10.1% |
| 1Y | -34.1% | -31.6% | -2.5% | -17.5% |
| 3Y | +5.1% | -5.1% | +10.1% | +6.6% |
| 5Y | -11.5% | +8.2% | -19.6% | -23.4% |
| All | +34.6% | +26.3% | +8.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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