-23.5%
OWL vs BROS
+10.5%
-34.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -1.4% |
| 7D | +1.5% | +6.3% | -4.8% | +0.2% |
| 30D | +13.4% | -8.3% | +21.8% | +15.2% |
| 3M | -21.2% | -29.8% | +8.5% | -15.8% |
| 6M | +4.0% | -25.8% | +29.8% | +8.6% |
| YTD | -29.0% | -41.4% | +12.4% | -22.6% |
| 1Y | -28.4% | -35.2% | +6.7% | -23.7% |
| 3Y | -14.5% | +32.8% | -47.3% | -23.4% |
| 5Y | -21.5% | -42.2% | +20.7% | -25.1% |
| All | -23.5% | +10.5% | -34.0% | -25.5% |
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