-9.9%
OWL vs BROS
+43.3%
-53.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -2.2% | -6.7% | +4.4% | -0.9% |
| 30D | +3.7% | -29.1% | +32.8% | +10.5% |
| 3M | +17.5% | -16.7% | +34.2% | +20.5% |
| 6M | +18.5% | -11.6% | +30.2% | +19.3% |
| YTD | -16.3% | -23.9% | +7.6% | -13.2% |
| 1Y | -29.7% | -34.8% | +5.1% | -25.2% |
| 3Y | +14.2% | +62.1% | -47.9% | -1.6% |
| All | -9.9% | +43.3% | -53.2% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling