+29.4%
OWL vs BURL
+9.6%
+19.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +1.0% |
| 7D | +1.1% | +5.9% | -4.8% | -0.5% |
| 30D | +10.0% | -8.3% | +18.3% | +12.7% |
| 3M | -8.7% | -31.6% | +23.0% | +1.1% |
| 6M | +3.1% | -16.6% | +19.8% | +7.3% |
| YTD | -25.6% | -12.1% | -13.6% | -24.1% |
| 1Y | -25.5% | -10.0% | -15.5% | -24.9% |
| 3Y | -9.4% | +94.3% | -103.7% | -27.1% |
| 5Y | -18.2% | -13.2% | -4.9% | -27.2% |
| All | +29.4% | +9.6% | +19.8% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling