+30.9%
OWL vs BRKR
+0.8%
+30.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -10.1% | -8.7% | -1.5% | -7.9% |
| 30D | -11.9% | -9.9% | -2.1% | -9.5% |
| 3M | +10.7% | -3.1% | +13.8% | +9.2% |
| 6M | +22.1% | +45.5% | -23.4% | +4.4% |
| YTD | -24.8% | +13.7% | -38.5% | -30.8% |
| 1Y | -39.2% | +67.4% | -106.6% | -51.0% |
| 3Y | +1.7% | -13.2% | +15.0% | -5.3% |
| 5Y | -15.5% | -39.5% | +24.0% | -17.0% |
| All | +30.9% | +0.8% | +30.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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