-20.0%
OWL vs BROS
+33.7%
-53.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.3% |
| 7D | -11.9% | -6.1% | -5.9% | -10.8% |
| 30D | -13.7% | -12.4% | -1.4% | -11.4% |
| 3M | +12.3% | -27.9% | +40.2% | +18.7% |
| 6M | +15.0% | -16.8% | +31.8% | +17.2% |
| YTD | -25.7% | -29.0% | +3.3% | -21.8% |
| 1Y | -39.5% | -33.2% | -6.3% | -35.8% |
| 3Y | +0.9% | +56.8% | -55.9% | -12.3% |
| All | -20.0% | +33.7% | -53.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling