+0.1%
OWL vs BURL
-11.0%
+11.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.6% |
| 7D | -2.2% | -2.8% | +0.5% | -1.5% |
| 30D | +3.7% | -28.2% | +31.8% | +14.3% |
| 3M | +17.5% | -17.6% | +35.1% | +23.9% |
| 6M | +18.5% | -11.8% | +30.3% | +21.6% |
| YTD | -16.3% | -8.1% | -8.2% | -15.5% |
| 1Y | -29.7% | -12.0% | -17.8% | -28.6% |
| 3Y | +14.2% | +63.3% | -49.1% | -6.4% |
| All | +0.1% | -11.0% | +11.0% | -7.3% |
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