-26.5%
OWL vs BURL
-9.1%
-17.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +11.6% | -4.4% | +16.0% | +12.2% |
| 3M | -13.8% | -28.6% | +14.8% | -8.8% |
| 6M | +7.8% | -12.3% | +20.1% | +8.5% |
| YTD | -25.8% | -11.3% | -14.5% | -24.8% |
| 1Y | -26.5% | -10.4% | -16.0% | -25.4% |
| All | -26.5% | -9.1% | -17.4% | -25.4% |
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