-21.6%
OWL vs BURL
-10.8%
-10.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.1% |
| 7D | +1.5% | -1.6% | +3.1% | +2.1% |
| 30D | +13.4% | -7.7% | +21.2% | +16.4% |
| 3M | -21.2% | -31.7% | +10.4% | -11.6% |
| 6M | +4.0% | -15.2% | +19.2% | +8.0% |
| YTD | -29.0% | -15.9% | -13.1% | -26.4% |
| 1Y | -28.4% | -14.2% | -14.2% | -26.8% |
| 3Y | -14.5% | +93.5% | -108.0% | -34.6% |
| All | -21.6% | -10.8% | -10.8% | -23.0% |
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