-16.9%
OWL vs BRO
+17.6%
-34.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -10.1% | -7.3% | -2.8% | -7.3% |
| 30D | -11.9% | -6.9% | -5.1% | -9.4% |
| 3M | +10.7% | +10.7% | +0.1% | +5.2% |
| 6M | +22.1% | -2.7% | +24.8% | +22.0% |
| YTD | -24.8% | -16.3% | -8.5% | -19.8% |
| 1Y | -39.2% | -29.1% | -10.1% | -29.9% |
| 3Y | +1.7% | -7.8% | +9.6% | -0.1% |
| All | -16.9% | +17.6% | -34.5% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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