-19.0%
OWL vs BROS
+35.1%
-54.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.0% |
| 7D | -10.1% | -5.8% | -4.4% | -9.0% |
| 30D | -11.9% | -14.0% | +2.0% | -9.3% |
| 3M | +10.7% | -32.5% | +43.2% | +18.7% |
| 6M | +22.1% | -14.9% | +37.0% | +23.9% |
| YTD | -24.8% | -28.3% | +3.5% | -21.0% |
| 1Y | -39.2% | -34.0% | -5.2% | -35.3% |
| 3Y | +1.7% | +63.0% | -61.2% | -12.3% |
| All | -19.0% | +35.1% | -54.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling