-26.6%
OWL vs BURL
-4.6%
-22.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.6% | +1.5% |
| 7D | +10.1% | +10.4% | -0.3% | +7.9% |
| 30D | +18.7% | -4.9% | +23.7% | +19.5% |
| 3M | -6.2% | -29.8% | +23.6% | -0.2% |
| 6M | +9.8% | -16.5% | +26.2% | +11.6% |
| YTD | -24.2% | -10.5% | -13.6% | -23.5% |
| 1Y | -26.6% | -5.3% | -21.3% | -26.7% |
| All | -26.6% | -4.6% | -22.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling