-11.6%
OWL vs BURL
+89.8%
-101.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -6.3% |
| 7D | -5.0% | +3.5% | -8.5% | -5.9% |
| 30D | +9.0% | -9.3% | +18.3% | +12.0% |
| 3M | -12.7% | -32.1% | +19.4% | -3.3% |
| 6M | -4.0% | -19.8% | +15.8% | +0.7% |
| YTD | -29.6% | -13.2% | -16.4% | -28.0% |
| 1Y | -31.9% | -7.8% | -24.1% | -32.1% |
| All | -11.6% | +89.8% | -101.4% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling