+34.6%
OWL vs BUD
+20.5%
+14.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | -6.4% | -1.3% | -5.1% | -5.9% |
| 30D | -5.0% | -6.1% | +1.2% | -3.0% |
| 3M | +15.4% | -3.8% | +19.2% | +16.4% |
| 6M | +15.5% | +8.2% | +7.3% | +11.7% |
| YTD | -22.7% | +23.6% | -46.2% | -29.1% |
| 1Y | -34.1% | +33.4% | -67.5% | -41.4% |
| 3Y | +5.1% | +45.3% | -40.2% | -13.1% |
| 5Y | -11.5% | +44.3% | -55.7% | -28.9% |
| All | +34.6% | +20.5% | +14.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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