+45.7%
OWL vs BUD
+24.1%
+21.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | +3.7% | -5.7% | +9.4% | +5.6% |
| 3M | +17.5% | +3.1% | +14.4% | +15.8% |
| 6M | +18.5% | +7.9% | +10.7% | +14.8% |
| YTD | -16.3% | +27.3% | -43.7% | -24.0% |
| 1Y | -29.7% | +37.8% | -67.5% | -38.3% |
| 3Y | +14.2% | +49.8% | -35.7% | -6.5% |
| 5Y | +2.5% | +43.8% | -41.4% | -18.1% |
| All | +45.7% | +24.1% | +21.5% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling