-28.2%
OWL vs BURL
-17.2%
-11.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -4.9% | +4.1% | -9.0% | -6.1% |
| 30D | +7.8% | -9.5% | +17.3% | +11.1% |
| 3M | -12.7% | -33.5% | +20.8% | -1.5% |
| 6M | -2.8% | -22.1% | +19.3% | +3.7% |
| YTD | -30.1% | -14.6% | -15.5% | -27.9% |
| 1Y | -29.1% | -8.4% | -20.7% | -29.0% |
| 3Y | -12.3% | +86.6% | -98.8% | -31.4% |
| All | -28.2% | -17.2% | -11.0% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling